I am also biased, but I think the answer is Rush. Great last album and the final tour was really good.
Bowie went out great, too, releasing a fantastic album, one of his best, days before he died.
I might have said Pink Floyd, especially if Live 8 had been the last thing Floyd ever did, but while a solid release, The Endless River kind of took away from it.
Same for Queen and Made for Heaven. Had Innuendo been the end, that would have been fitting, but Made in Heaven counts as a real final release. I like Made in Heaven quite a bit, but it's not Innuendo.