This is one of the most popular fan theories for how the show should end, probably because it was first raised by Al Jean, one-time showrunner and now Executive Producer, so has a chance (a slim chance, but still) of actually becoming a reality.
In short, the idea is that the final episode ends with Homer, Marge and Maggie going to the Christmas pageant that opened Simpsons Roasting On An Open Fire, making the whole series an eternal loop (something that effortlessly pays off all those in-jokes we talked about earlier). A popular extension of this theory (and one that clinches it as the best possible ending) is that over the course of the episode the art-style could gradually degrade from the clinical sheen we have now all the way back to the crudeness of Season 1, bringing the show all the way back to its roots.
It's hard to not see why this idea's taken off - it's simple, nostalgic, irreverent and fits perfectly within the style The Simpsons has spent almost thirty years setting up. Will it actually happen? Probably not.
But a man can dream though. A man can dream (dammit, that reference was Futurama).
How would you end The Simpsons? And how do you think it actually will? Share your thoughts down in the comments.