In my very personal opinion, Jesse alive is the closest to a happy ending that Breaking Bad could be. It gives some redemption to Walter White and some hope to the dark universe describe in the series.
However the great moment of the episode was not about an heroic act. Even saving Jesse, Walter is not a hero. He is" the man who knocks", remember? The biggest moment of Walter White (an the episode) is his confession: "I did it for me. I like it. I was good at it. I was alive". This will be the line that everybody is going to remember. This will be the cut to black of Breaking Bad.