I may be the only one here but I liked the ending. I think that the self imposed exile that Dexter subject himself to is a fate worse than death itself. His quest for humanity has only brought pain and sorrow to the ones he has loved and this is the only way he can ensure their safety. One thing I would have loved to see was for his Dark Passenger to return to him in the end. I really thought they were foreshadowing it when Dex was talking to Saxon but he just looked defeated at the end...
Anyhow, I think people at MMPD are bound to find out that Dexter is a serial killer. I think that may be the topic of the spin-off these guys are talking about. He killed a man before their eyes and there is also no sign of Debra. Questions are bound to be asked.
Dexter's basically become a tragedy, there is a real sense of helplessness with the ending and while I do not think that it is the perfect way to go, it was not the worst either.
Hey someone else gets it!

The more I think about it, the more I can understand this ending. I didn't like it at the time, it's an incredibly bleak ending where everyone suffers and it left me feeling quite depressed. As the day has gone on, I've thought endlessly about it, read the intentions of the writers and I'm starting to get it.
What we have here is simply a badly communicated message from the writers.
All this season I've been waiting for the writers to show that they understand Dexter isn't the hero of this story and that he needed to be punished. They put that message across extremely poorly, to the point where even at the end after Dexter has suffered a terrible punishment of exile, you still feel sorry for him. That was unintentional on the writers part.
After reading Sara Colleton's explanation, you understand that this is the most severe punishment they can give him, exile from everything he loves for a man who has only just regained his humanity. It is a terribly bleak, empty ending as he sits in that cabin, all alone without even his darkness.