It depends entirely upon what we're playing during the gig: If it's general folk, we finish with "The Mary Ellen Carter" or "What You Do with What You've Got" or some such. Saint Patrick's we almost always wind up with "The Wearin' of the Green." Hogmanay or any Scottish celebration, well, there's a traditional "must sing," isn't there?
Sometimes it depends on the crowd, too. If they're older, I like to leave them with a song they remember from their own salad days, like "Sentimental Journey."
So I guess I have a clutch of "enders" and just pick the one that seems to fit the circumstance.