I think it might be the best so far. I love how it tied everything together from all of the previous seasons, and even made me remember theories I forgot I even had.
Funnily enough, I was thinking a while back how 'Dream A Little Dream Of Me' could fit in a horror movie where you see a petrol station covered in blood and guts and a man (who is actually a creature from another world) walks through it calmly while the song plays. Nice to see it actually being used in a horror series. Needless to say, 'Running Up That Hill' was also used excellently.
The ending also brings my mind back to a theory I had on the Upside Down during season 1 but I since forgot about until now; the Upside Down isn't another dimension, it's the future.
Before the 5th and final season, I hope to rewatch the series, and maybe check out some of the comics.