It had a sort of ending but they left too many plot points up in the air, and it was a rushed conclusion since they thought they had more time. The movie, Extinction, was going to be basically Atlantis going back to Pegasus and had some sort of plot involving ending the Wraith for good. It just felt like there was so much more they could have done. There's a series of post Atlantis novels that are still being released, but I haven't made the jump yet to reading EU stuff for any franchises really. It's on my to do list though.
Haha I'm guessing that you didn't like the end of BSG. I didn't mind it, but I did think ghost Starbuck made no sense.