I'm not really sure how to count the final episode... It's numbered "22" in the official disc set, but split in two parts. So is it # 14.22 and 14.23?
As far as I remember from the original broadcast, it was a two-hour episode including commercials (so # 13.22).
Anyway, here are the locations from the finale:
Jock's and Ellie's graves in J.R.'s dream: Valhalla Memorial Park, 10621 Victory Boulevard, North Hollywood, CA 91505:
I think I don't have to post a screen grab of Gary's bedroom in J.R.'s dream -- it's simply Gary's Westfork Ranch bedroom set from "Knots Landing".
Gary's office in J.R.'s dream is the office highrise at 21550 West Oxnard Street, Woodland Hills, CA 91367:
Sue Ellen's movie studio in J.R.'s dream: Sound Stage 8 at Sony Pictures Studios (previously Lorimar / previously MGM):