I've mentioned elsewhere that I think the Death Note anime becomes weaker after L's death. Even if that's the case, though, I think the ending is strong enough to make the overall experience feel satisfying.
It's unexpectedly heartbreaking that, after being shot, Light calls out in his mind for Misa and Takada. He's always been so solitary, but, in that moment, he just wants someone on his side. Maybe you'd have allies with you if you didn't keep MURDERING EVERYONE.
Also a striking moment: Light running past his younger self. It's interesting that this isn't just a visual detail for the audience; the present Light actually seems to see himself. He's always fought so hard not to allow himself to feel any remorse, but at the end perhaps something breaks through.
I often dislike endings that kill the protagonist; it can feel like the writer just doesn't know how else to end a story. But there are some 'death of the protagonist' endings that work for me, and Death Note is one of them. It's executed well, and it makes perfect sense both for the story's themes and for the character himself.
Light is a tragedy. If he hadn't found the Death Note, he could have lived a very different life, but he was doomed by his own character traits the moment he picked up that notebook. The story was always going to end this way.