After reading the last couple days' worth of posts, my thought is that many of you are looking to the cult, Childress and Tuttle as the main storyline. Focusing on their crimes and their future.
IMO, the show was about Marty and Rust. It's called "True Detectives". The entire 8 episodes was ultimately about them, not the crimes, victims or perpetrators. It was a character study of two men, their personal outlooks on life, tolerance of each other at first, hatred later, and then ultimately about a close friendship at the end. They didn't like each other when they had to work together. After Rust slept with Marty's wife, it was hatred. And at the end Marty is letting Rust stay with him and basically carrying him to the car; true friendship.
It also showed the change in the character of Rust...from someone hell bent on killing himself somehow and not feeling anything. He was going to die after he finished his unfinished business of the case. Then he had a vision/feeling of his daughter and his outlook changed. As zinfamous said earlier, light crept into his darkness.
I think one of the beautiful things about shows like this is it allows everyone to take something different away from it. That's what I took away from it.