Long and boring post incoming:
Wesleys deaths scene was something else. It was great on many levels. It was so sad and emotional, and the fact that it wasn't really Fred holding him in his final moments made it even more tragic. It was a nice touch having him, in a way, become what he originally wanted to be. By "betraying" Angel and going after the most powerful demon in the Circle of the Black Thorn, he became the rogue demon hunter that he wanted to be back in season one.
It was hard to avoid the conclusion that Illyria was also revealing her own feeling to him while she held him in his final moments. Illyria was an interesting character. The season was about power corrupting people and making them more ruthless, cold, ambitious and selfish e.t.c. With Illyria, we got the opposite of that. We got a cold, ruthless character who was once the most powerful creature who only cared about herself and her own ambitions, who then lost that power and started to develop feelings for other people and was willing to help. She also had to learn to adapt and work with others. I imagine they were originally planning to have her develop those feeling more slowly, but with the show being cancelled, they had to expedite things.
With Wesley bringing out the best in Illyria, bringing out her most gallant, valiant qualities, helping her through difficult times and ultimately molding her into someone who was willing to go back to check if Wesley was ok, had perhaps fallen in love with him, fight alongside Angel and experience grief as a result of his death, you could also say that he was finally fulfilling what was expected of him when he was a Watcher, which was another nice touch and callback to the early days of Wesley.
IMO, along with Angel, Marcus Hamilton is what Lindsey wanted to be. He was W&H's liason, and they had granted him a lot of power (he was physically stronger than Angel). He was considered extremely important by them and he was also the final battle for Angel on the show, which is also what Lindsey wanted, as he hated that it was Lorne that killed him).
Lindsey was very interesting character, IMO. It was interesting that his final act was killing bad guys and helping the heroes. Earlier on in a post in this thread I made a joke about Lindsey possibly being the devil, given how he tempted and corrupted Eve and took away her immortality. IMO, what the writers were really going for with that was to compare Lindsey with a snake. No matter what, he could not make up his mind about what side he wanted to be on, and would keep betraying both the good guys and bad guys. He had bad in him, but not enough to be a big bad, and he had good in him, but not enough to be a consistent hero. I remember Lorne complimenting him on his skills with swords after he killed the demons, my take from that was the writers wanted to say this is what Lindsey could have been, a hero fighting alongside Angel, if he were willing to try hard enough and make sacrifices. He hates Angel and is jealous of him, but he also admires him, which we see when he says Angel has "brass testes".
I remember in season 1, Holland Manners made a speech about how there are people who know their place in the world and make their own destinies by fighting for it (which describes Angel, Spike, Wesley, Gunn, Fred, Doyle and Cordelia) and those who just go with the crowd, which ultimately describes Lindsey. He would have kept going back and forth and never would have stuck to one side (which Lorne alluded to when he said he heard Lindsey sing and that he would never be the solution). He was someone who was insecure and always wanted to be part of soemthing bigger than him to make up for this. Because of this, he was a threat and had to be eliminated. He did not deserve to stand alongside Angel, Spike or Gunn (or Wesley, Doyle, Fred and Cordelia, if they had made it) in the final apocalyptic battle.
A scene that will always stand out to me and in many way defines the Angel/Lindsey relationship was at the end of season 1, where both Lindsey and Angel were staring at the city of LA at night. There was a lot of darkness, but some light because of the street-lights, which represents how there is mostly darkness in both characters lives, but some light. Lindsey was looking out at it and while doing so, was not looking too sure of himself. He was thinking intensely and was trying to make sense of things and figure out his place in the world. At the same time, Angel was looking at the same thing, but had a big, confident smile on his face. He knew his place in the world and was comfortable with it. But then, right before the end credits, Angel turned his head and looked concerned and unsure, suggesting that he did have some doubt, not as much as Lindsey did, but it was there.
A lot of season 5 had characters talk about being in "the middle" or "the grey". Angel did not want to be there, and neither did W&H. They wanted to be firmly on the good side or the bad side. In the end, it would seem Lindsey was in "the grey", or was at least closer to being there than most characters. He did a lot of harm, but he also helped people, including taking down the Back Thorn. Before Angel had him killed, his last act was killing members of the Black Thorn, so in a way, he died a hero. Because of this, you could say Angel gave him the best end he could have hoped for.