I hated the last two episodes

No way was James sacrificing himself for Michael. He was sacrificing himself for his ideals, his mission, which he thought Michael could complete now that his identity had been revealed. Jame's realized that, as the CIA hero who brought him down, Michael would have the perfect cover to secure the organization's future. No one would ever suspect Michael of being its leader. James also believed that he had fully converted Michael when he confessed and explained he was working for the CIA solely to protect his friends. James was a psychotic zealot who would do ANYTHING to further his mission, and he didn't care who was sacrificed in the process, even himself. He believed that he and Michael were cut of the same cloth, but like Larry, he didn't understand that Michael actually had moral limits, that he cared about people in general, and that he was a Patriot at heart. Michael loved his country and wanted to save its people above all else. Even when the CIA screwed up, or more accurately, when people who worked for the CIA screwed up, and even when he lost his faith in the agency, he was still loyal to his country.

The confusion for Michael came about because of the brainwashing and psychological torture he lived through under James. And from being in deep cover for so long that he began to believe the role he was playing. Add to that the numerous times his CIA superiors screwed him over culminating with putting the psychopath Simon in charge of an op, he finally broke. Even so, his basic nature was still there, which is why he saved Sonya. Not because he loved her but because of his principles, he couldn't let someone die for his actions. His desire to help someone in immediate trouble was more pressing than his desire to fulfill his mission which had become murky and abstract by then. Even though he knew full well that his rash decision meant his own death at the hands of James (or Sonya). After he saved Sonya though, he realized that his failure to complete his mission meant the betrayal of his friends who would go to jail forever. At that point, he couldn't reconcile anything he'd done. He believed he had failed in every way. He was completely broken by the time James came to him with his plan. He no longer knew who he was. He just knew that his failure had severed his ties to everyone and everything he had ever cared about. He was doing nothing more than going through the motions that his training had provided him. So once James came to him with an out, it was a lifeline he could grab onto. He wanted to believe he still had a chance to do good. And he could still be loyal, to James, the one giving him that opportunity. You can see how far gone he was because normally, Michael would find his own way out...but in this case, he was willing to accept whatever James decided to give him, be it death or the reins to his organization. He really wasn't acting under his own volition anymore. He was running on auto pilot.

Not until Fi made him choose between her and the organization (which Sonya personified), did he recover his own identity and know who he really was. Fi could be a total brat, and acted out frequently, but deep down, she truly loved Michael, and he loved her. As Maddie told Jesse, "Michael and Fiona love each other and they hate each other, but it's always each other". The two of them on that roof were willing to die for each other, everything else be damned. That's why James told Michael in the end, "...What are you looking for? Redemption? You want your old life back? It's gone. It was gone when you decided that she was more important than anything else." And Michael simply says, "I know."

While watching the final show unfold, I was annoyed by Fi & Sam's interfering as well. I thought if they'd just waited until Michael turned James over to the CIA, then they could have gotten to Michael, helped him see the light and be the hero he was trying to be all along. But that wouldn't have been as dramatic. And when you get down to it, the show's core wasn't really about Michael being a hero. It was about Michael's soul. His reason for living. Who he loved and who loved him. So as much of a pain-in-the-ass as Fi could be, in the end, it was Fi who saved him. Fiona's love along with Maddie's, and both of them being willing to sacrifice themselves for him. They were the real heroes in Michael's story. Love was Michael's redemption.