Ok, sorry I'm late to the party but I like for the whole season to be out before watching them. I can't deal with the one week break thing.
Overall impression of season 5 is that it was entertaining, well acted, etc., but lacked the authenticity of the show's previous seasons. The whole serial killer/crooked journalist storyline felt very manufactured. Also, the rate of people getting popped felt a little accelerated because they wanted to wrap the series up. I'd have to say it might have been my least favorite of the 5 seasons, which still puts it above 90% of the rest of tv, but still a minor disappointment. Sorry it's all over though.
Favorite scene: FBI behavioral profilers detail McNulty to perfection. His expression while listening transforms from amused to slightly frightened as they keep nailing point after point and it starts to hit home. "Trouble maintaining long term relationships..." "High functioning alcoholic..." "Not formally educated but considers himself superior to those who are..."
In related news, after watching the final 3 episodes in a row I went out to get some dessert, and I involuntarily imagined every person I walked passed pulling a gun and blowing my head off. heh