I just finished Thief Gold right now for the first time... wow.. back in its time I didn't have the patience to end it now I went through every episode mostly without guides but some hints in a couple of levels, still what a wonderful game experience.
Too bad not having the fog and the gamma correction I could set it up in a better way and I should have played it with a real EAX or OpenAL surround 4.1 speakers at least. I'm going to set up a time correct machine for this (like a Pentium II with some Matrox G400/G550 and the first Audigy audio card and maybe replay both games) soon.

[SPOILER warning:]
Anyway, the ending began with that awesome music track sort of emotional epic/sad but too bad they went for the rock sort of hero style happy music.. I would have continued with that Cg sort of coming back of the character to the surface and maybe using a bit more money to render at least for the final video a better Cg rendered view of the final without the speech with the other guy and the sort of "Callaghan" Eastwood first movie lines..
Better than the second game, for sure! But I'd have spent a bit more on the final real time rendering scene animation and as said the video part.

What's your opinion on how it ends? I'm more than happy to have bought this lately and sure will replay it again. And again.. finished like the second game still with an Intel Atom D2x00 and a GMA3600/SGX545 gpu... oh yeah! Time correct frame rate experience..