Yeah the final mission really sucked, especially after wandering around sewer town and hearing two guys talking about something "really that big?".
I spent all my cash stocking up on BFG ammo, used it once to see what it was like, then planned on saving the rest for the boss battle at the end of the game with what I assumed would be a giant mutant or something. Not that I really used many weapons throughout the whole game except my pistol and my shotgun... (and sniper rifle when forced to do so)
[spoiler=uniquecode]This is how you use spoilers![/spoiler]