Millennium is a wildly uneven show with many flaws, and if you can look past them, it can offer one of the most challenging, resonant, humane, horrifying and beautiful narrative experiences in modern television.
Each season has a different tone, aesthetic and philosophical focus, but everything is grounded around Lance Henriksen's performance (easily my single favorite dramatic performance for a long form TV dramatic series). The strange disconnect between each season which was the result of production complications can alienate viewers (especially first time viewers), but in hindsight this disconnect enhances the show when seen through a psychological framing of each season (i.e., Watsonian) through Frank Black's perspective and experience.
Even the very weak start to Season 3 mirrors the psychological state of our protagonist, although, admittedly, that doesn't make some of those episodes easier to watch.
However, 'Goodbye to All That' is a stunning achievement (particularly after following the weaker 'Via Dolorosa'). Chip Johannessen's shepherding of the show back from the brink of disaster that was the first half of Season 3 is a work of genius. In this beautiful finale, he synthesizes the core themes and (seemingly contradictory) concepts of all three seasons into a novel and challenging narrative punch. It is incredible to consider how much Johannessen and co packed into this final script and it still feels like it has time to breathe.
The whole team is at their best here: Thomas J. Wright, Klea Scott, Terry O'Quinn... and the final shot feature what I would argue is Mark Snow's greatest composition 'Drilling'.
After completing my first watch through of Millennium over a decade ago... and it was at times a slog, it was this episode here that made the show click for me. It necessitated a rewatch and a reappraisal, all of which led to Millennium rising to the top of my favorite TV shows list (flaws and all).