Am I remembering right that "The Message" was the last one they shot?

Yup. The got the word of cancellation while shooting it.

You also know this was the last because in the interview with the composer he mentioned that the song at the end of the episode was more geared towards the sadness of the ending of the series rather than the funeral.

Many of the shooting scripts have the episode # (may or may not equal episode # as aired; writing order isn't always the same as intended airing order) and revision dates on them, which will at least tell you when they were written (which again, may vary from the order they were shot/aired). You can find the scripts at [link]

Has anybody mentioned that Joss and the cast of Serenity will be appearing at Wondercon here in San Francisco? February 18-20. Moscone Center.

Other guests include:

Neal Adams
Sergio Aragonés
Brian Michael Bendis
John Cassaday
Amanda Conner
Arnold Drake
Mark Evanier
Adam Hughes
Jimmy Palmiotti
Harvey Pekar
Alex Ross
Gail Simone
Jeff Smith
Kevin Smith
William Stout
Arthur Suydam

*considers dropping out of grad school and moving to SF*

Thanks for the info, guys. What set me to wondering was I saw the RQG:

RIVER

She understands. She doesn't comprehend.

And for some reason it made me feel like a stunned Joss was saying those words in response to Firefly's cancellation.

BWAH HA HA HA reading the shooting script - I don't even remember this exchange (I obviously need to see OiS again!!):

JAYNE

Wha -- are you-are you sayin' she's a witch?

WASH

Yes, Jayne. She's a witch. She has had congress with the beast.

JAYNE

She's in Congress?

WASH

How did your brain even learn human speech? I'm just so curious.

Here is the Firefly part of this Orson Scott Card review column:

It only lasted one year on Fox, but Firefly was, in my opinion, the best space-opera sci-fi series ever on television, and you can get the whole season now on DVD.

I was stunned by the stupidity of the bad reviews this series got. I suppose if you think television should be Desperate Housewives or Felicity or some other thing that passes for "edgy," Firefly won't look good to you.

But the writing is witty, just a little tongue-in-cheek, and keenly aware of what good science fiction is supposed to be.

Though I could make a good case for Firefly being the best western on television since Maverick.

It's fun even as it's tense, and it's smart all the time. So smart that some reviewers have no clue what they're seeing.

The actors are wonderful, though a couple of characters can be annoying, especially at first (couldn't Jewel Staite have occasionally stopped smiling idiotically during the early episodes?).

Adam Baldwin, whose career began in the great high school movie My Bodyguard back in 1980, finally has the role of his career.

Gina Torres, a survivor of the Matrix sequels, is boldly credible as soldier-of-fortune Zoe; Morena Baccarin is luminous as the "companion" (i.e., really expensive prostitute) Inara Serra; and Alan Tudyk, a hit in A Knight's Tale, is equally charming as the pilot, Wash.

Delightful as Ron Glass was on Barney Miller and The New Odd Couple, I think he's got his best role here as the enigmatic preacher. While Sean Maher has recovered from the debacle of the remake of Brian's Song to play a truly complicated (and really cute, my wife tells me) character.

And Nathan Fillion rises out of nowhere -- small forgettable parts where he was little more than a pretty face -- to show that he has the strength to carry a tv series.

They're making a movie called Serenity, to be released next September, and the whole cast will appear in it. Count on it getting bad reviews; go anyway. And prepare for it by buying or renting the Firefly DVDs.

The actors are wonderful, though a couple of characters can be annoying, especially at first (couldn't Jewel Staite have occasionally stopped smiling idiotically during the early episodes?).

Jewel was not thrilled with this and said so over at fff.net

People who are unhappy and mean often mistake happiness for stupidity.

So the world isn't really as full of stupid people as I think it is?