Finished all of it. Including all the behind the scenes mini-docs from the box set. The conclusion is much more satisfying, imo, than the original second season's. I will rewatch the whole thing again, probably starting today. But on first viewing, I'm not convinced that the conclusion wasn't a happy ending, as it were. I don't get it, might never fully get it. But there is a circularity and duality to it that, I think, is far more realistic to how life, this world, and the universe works than we might realize. This is a very mysterious thing, life, and I'm not sure if any tv show (or movie, or novel, or etc) has ever captured that as well as Twin Peaks.
I've been reading back into the comments in this thread and I think Byron nailed it with a comparison to Neutral Milk Hotel's Aeroplane album. It is the closest comparison. And in the medium of television, certain episodes and scenes from the Sopranos (to me anyway).
Maclachlan was preternaturally good throughout.
