In the end, everybody dies… Well, not literally everybody. Technically, Giovanni and a few others are still hanging out—but the main characters we've grown to know and…love (?)...are dead. Or, in the case of Lodovico, they're going to be dead pretty soon, after a little torture. To quote the fictional version of John Webster from Shakespeare in Love, describing the correct method of playwriting: "That's the way to do it—lots of blood." So, bad people come to a bad end, while a pack of colorless good people mope around picking up the pieces.
John Webster is known for writing excellent death speeches. All of his characters die with extremely well-wrought words on their lips as they begin to plummet down to hell. The message of the play is summed up in these speeches—since they reveal human nature at its most ghastly and damned. While getting arrested and sentenced to die, Lodovico celebrates his revenge by stating:
I do glory yet,
That I can call this act mine own. For my part,
The rack, the gallows, and the torturing wheel,
Shall be but sound sleeps to me. (5.6)
Dying, Vittoria cries out:
Oh, happy they that never saw the court,
Nor ever knew great men but by report! (5.6)
Flamineo—the real hero-villain of the play—dies after getting all introspective and denouncing his own evil:
My life was a black charnel. I have caught
An everlasting cold; I have lost my voice
Most irrecoverably. Farewell, glorious villains.
This busy trade of life appears most vain,
Since rest breeds rest, where all seek pain by pain. (5.6)
These death speeches sum it all up really—don't be some selfish evil dude, murdering people for your own glory (like a "glorious villain"). And avoid "great" people (meaning scheming, overly ambitious people without moral scruples). You'd probably be best leading a quite, morally upright life, enduring suffering with stoic courage, trying to be content with what you've got… unless evil seems more interesting and satisfying, as Lodovico finds it.