Personally, I think that's what's nice about the Fallout series as a whole, it doesn't have to end in any way. If you think about it, Fallout began with the end.
Look at it this way: Fallout came out in what, 1998? Fallout 2 not long after. Some of the best point-and-click role playing games ever. There were some crappy forgettable spiritual sequels, and then, ten years later, comes Fallout 3. It was essentially an FPS based on a medieval RPG, and it was pretty damn fantastic. As a long-time Fallout fan (Fallout was the first RPG I ever played, at the tender age of seven), it hit all the right continuity nods to keep me cheering most of the way through. Despite being on the other side of the fictional country, and having only one character actually appear from any other Fallout game.
New Vegas is going to be the same thing again. New settings, (Hopefully) enough references to the older games to keep it in the realms of the universe (Come on, who else spent a good time madly cheering when you saw that NCR flag in the first trailer?).
But I digress. Any "proper" ending is going to feel something of a cop out. The endings of the first game(s) properly ended, but also were left somewhat ambiguous as to whether or not what happens actually happened. Any final ending, where everything properly ends, would either be depressing (a new war/everybody fails in their bid for survival), overly glurgy (everybody lives happily ever after), or downright insulting to the fans (Harry Potter epilogue)
In short, don't end the series proper, just end whatever story arc you're currently working on.