It's a sad moment (for various reasons), but I always liked the fact that no matter what, they were not only there for each other, but they were one another's first choice when they needed comfort. I do think that went on for their entire lives, in moments we've seen, those we haven't seen in the show and those that happened post-finale. In that regard, I do appreciate the finale's "You and me, always." as well as S3's "we'll always be Dawson and Joey". That kind of connection is why I fell in love with them.
I can't believe it's been that long since the show ended.