It wasn't really very sad for me, personally. I mean, there were times I was feeling a little sad (like when Adinah Alexander started crying with Laura during the scene where Julia is trying on her wedding dress before "If I Told You" and when some of the cast started crying during the finale) but overall it was a fun time for me.
I would like to say though that I loved that the applause went on for a good minute or so after "It's Your Wedding Day" finished. Stephen was having problems continuing on with his dialoge because the crowd wasn't stopping! Haha. He was thanking us a few times, but the cast was just soaking it. Felicia may or may not have broken the fourth wall to wave at everyone in the crowd, oops.
Overall, everyone performed amazingly well. Felicia got the biggest applause (next to IYWD) after "Let Me Come Home"... again, one that went for forever. Doesn't help that she was egging us on! And I think they put more water in the tube for "Saturday Night in the City", because I have never seen Amy THAT soaked before. She was flinging water back when she was dancing several rows and her wig was she drenched -- very funny and obviously got a great reaction from the crowd.
As mentioned above, Stephen did a speech at the end. They acted as though Stephen hadn't heard the show was closing and mentioned something about coming back to do it on Tuesday and Matthew Saldivar came over and acted like he was whispering in his ear that the show was closing. Lynch looked really confused and was like "what? No one told me!" Anyway, he thanked everyone involved with the show, they brought the crew out and stuff. And they thanked the people who have seen the show .. many, many times and said it was all thanks to them that the show was kept alive as long as it was. They also had former cast members and all swings/understudies on stage during the speech, too. Also, Stephen mentioned it was "the Tony speech he never bothered writing."
Anyway, that's about all I can think of that stood out in my mind. It was a very fun, amazing show and I'll miss it but I can't wait for the tour. :) And for those that haven't heard, some next jobs for certain cast members are Matthew Stocke is going to Los Angeles to be in Wicked. He's playing the Witch's father and the u/s Wizard. Nicolette Hart is going to be going to Rent as Maureen in a couple of weeks through sometime in April. Just thought some people would be interested in knowing that if they hadn't heard!