There are two reasons why I consider the ending to Ridley Scott's Blade Runner (1982) to be among the best. The first reason is that I love film's that end with a door closing - don't know why, it's just a personal thing of mine. (Michael Mann's Public Enemies recently resurrected this fetish of mine.)
The second reason why I dig it is because I love the ambiguous ending that bookmarks the close of one film while suggesting the start of another. When Harrison Ford's Deckard picks up the origami figure, nods his head and then the camera follows him into the elevator, it feels open-ended yet entirely complete and final. I don't want to mistake ambiguous endings that feel resolute for ambiguous endings that leave you hanging and surprised.
My only reservation with these final scene is the superfluous repeating of Edward James Olmos' final line. You'd have to be mentally impaired to not know what the origami figure represents, symbolizes, suggests. It's an "I'm watching you," "I'll give you a head start," kind of thing and the voiceover is unnecessary, but it's just a minor nitpick.