Don is the ultimate product depicted in the show. He is a product of his time, his line of business, and the particular circumstances of his own upbringing. He's never able to quite get his head around this fact or get any leverage against it. That, to me, is what makes it incredibly compelling to watch him as a character.
We can nail down exactly what's going on with all the other characters, and, at one point or another, each of the other characters gets to look what he or she really is right in the face. This is never the case for Don, not even when he ventures out into the Village, jumps into free love in California, struggles to comes to terms with his lies, or is humbled and humiliated re-entering his profession at the copy-writer level.
I can't tell if the finale will be great or awful if he finally gets a chance to put his finger on who and what he is.
I started out absolutely loving the show because of the themes (particularly about sex and gender) and because of all the wardrobe and set design driving this period piece. It wasn't until about halfway through the series that I came to fully appreciate Don Draper as a character study, but now I can't think of a better character in television.