Although I liked Temple of Chaos (Past) and the Northern Crater a lot, I think Ultimecia's castle is still the best final dungeon in the FF series. Cool music, nice graphics, lots of things to do, Omega Weapon and you can kind of choose the difficulty level according to how many abilities you unseal. Even though FF6 and FFX has got pretty many votes, I think Kefka's Tower and Inside Sin sucked. Kefka's Tower because you practically have to level up 12 guys, and it's extremely annoying, especially when I wouldn't use 8 of them anyway, and Inside Sin because, IMHO, it's just a bland and boring place with nothing special.
Black Omen wasn't a last dungeon. It's a side quest, so it's totally optional. I know it feels a lot like a last dungeon, and that it eventually leads to (SPOILER)Lavos, but I still don't think that's a last dungeon. My favorite last dungeon in Squaresoft games is probably End of the World from Kingdom Hearts.It's not FF, but if you just want to go coolest last dungeon, The Black Omen. Not that it was even that fun, but it was certainly the most imposing of them. The music was great, too.