Mad Man was not only one of the best shows to [ever] appear on television, but, perhaps also, (and this goes hand-in-hand) one of the most deeply chewed upon. One perspective I have not seen discussed is, for me, the heart of the matter: Mad Men viewed through the prism of SciFi.
Mad Men dealt with, or was even "about", themes generally reserved for SciFi: Human nature and human reality. "Advertising" was used as the simulacrum, in place of robot overlords, clones or AI, to explore, and question, human agency and meaning. Don Draper's blunt "the universe is indifferent" resonates with the mountains of SciFi featuring small bands of isolated explorers struggling in, and against, cavernous space.
More fundamentally, SciFi has always used the conceit of "long ago and far away" to ease digestion of social criticism (Voltaire and Swift founded the genre as much as Shelley and Verne). At first light, of course, Mad Men flatters us, with our Sheryl Sandbergs and Hillary Clintons. But, in truth, it's sharpest critique, focused in the finale, is ultimately directed at the still present "sixties".
To wit: All the major characters are, throughout the show, miserable; They are narcissistic and irresponsible and, nonetheless, deeply unhappy. The show questioned the possibility of happiness. The finale ("person-to-person") leaves most of the major characters with some, provisional, happiness through responsibility and self-giving: Pete with his family, Joan with her son, Roger with Marie and, of course, Peggy and Stan.
Don's ending is left more ambiguous. For me, the Leonard scene feels crafted to recall the The Carousel. Don created advertising to invoke "the pain from an old wound", to remind us of a "place where we ache to go again" -- this obsession on what we don't, or can't, have. Or, as Leonard describes it "You spend your whole life thinking you're not getting it, people aren't giving it to you." To which he adds the insight: "Then you realize they're trying, and you don't even know what IT is" -- our self-centeredness is an obstacle to our happiness. Don hugs Leonard, in part, perhaps, out of some Dick-Whitman complex, but also out of a feeling of responsibility, as a sort of apology. The series concludes with a different sort of advertising, one firmly focused on what we (all) share.