I think in Walt's view Lydia had to die because she dared to [try to] take over his business empire.
I think they left Walt's departure from Gray Matter unexplained.
I loved Jesse. And I would have loved to have seen more of him in the finale. I was petrified he was going to drive his car into a tree or off a cliff at the end.
And yes, I totally got the "not friends/brothers" vibe from Gus and Max.
Finally, I read once that most of the time when you see a movie or play, you can't remember the characters' names. You'll come out of the theatre and say, "Oh, man! It was so cool when Brad Pitt went after that guy with the eyepatch!" But if the show is really extraordinary, and is able to bring its characters to life, you WILL remember their names. And I am here to tell you I remember EVERYBODY's name in Breaking Bad! Walt, Skyler, Walt Jr,/Flynn, Holly, Hank, Marie, Gomie, Jess, Badger, Skinny Pete, Jane, Tuco, Gus, Lydia, Hector Salamanca, Saul, Todd, Uncle Jack, even the kid who got shot by Todd after the train robbery: Drew Sharp. I think that's quite a tribute to the quality of the writing and acting.