'Mad Men' : The Gang Says Goodbye

Photographed at the Time & Life Building (home to their fictional ad agency Sterling Cooper & Partners) on March 23.

For the cast of Mad Men, leaving behind the series that made them household names was no easy task. “There’s a difficult process in saying goodbye to anything,” Jon Hamm tells People of his portrayal of antihero ad exec Don Draper on the AMC drama set in the glitzy Manhattan of the 1960s. “Especially something that’s been so meaningful, or so lengthy, or so important.” But with the cult series coming to a close after nine years, “we’re all trying to hold it together,” creator Matthew Weiner says. “It’s like everybody’s graduating.” And like the in crowd of any decent high school, they made sure to go out with a bang when they wrapped shooting last summer. “We had a big party and toilet- papered Matt Weiner’s Tesla. We destroyed it!” says January Jones, who fondly remembers 4 a.m. gatherings with costars in the spot between their trailers they called “base camp.” “Even people who didn’t have to work that day would come in and hang out there and play games.” Adds Hamm: “Everyone wanted to be there for the end.”

Jon Hamm

Dark and devastatingly handsome, the superficial ways in which Jon Hamm is like his character Don Draper are obvious. But shaking off Don’s inner demons after shooting, Hamm says, “was not automatic – that’s for sure. It is very challenging to go through, and it takes its toll.” And having recently completed a stint in rehab for alcohol abuse, Hamm, 44, seems ready to leave this part in the past. “Taking the suit off, taking the 5 lbs. of glop out of my hair and scrubbing my face – that kind of stuff was very therapeutic,” he says. “You want to go back to your life, sit on the couch, eat Pringles and watch The Daily Show.”

Elisabeth Moss

Signing off from her role as secretary-turned-executive Peggy Olson “was a monumental occasion,” says Moss, 32. “I was only 23 when we started. This has been nine years of our lives, and to bring that to a close is something that feels big.” While she says she’ll miss her on-set BFF Jon Hamm, there’s one thing Moss won’t be so sentimental about. “The panty hose. The wool fabrics. Girdles are just annoying,” Moss says, laughing. And no, a retro-style sensibility has not rubbed off on her. “We all have avoided retro for years,” she says. “Otherwise it would be like if you played a cop on TV and went to a premiere dressed as a cop!”

Christina Hendricks

The 39-year-old’s life “pretty much changed in every single way” since playing Joan Harris, the sexy former secretary who becomes an agency partner. “When I walk into an audition, they’re not shuffling through head shots, trying to figure out who the hell I am!” Even the downsides of fame have been relatively easy to tolerate. “Loss of privacy is major,” says the star, who has been married to actor Geoffrey Arend for nearly six years. “But you’ve just got to get used to that.”

John Slattery

As Don Draper’s quick-witted boss Roger Sterling, Slattery, 52, got to use his comic skills. “He could size up a moment and let fly with something funny,” he says. “I’ll miss that.” His silver-fox sex symbol status? Not so much. Says Slattery: “I don’t think anybody who is thought of [as sexy] in any way, shape or form is comfortable with it!”

January Jones

“I’ve never been so attached to a character,” the self-professed crier of the cast, 37, says of her role as Don Draper’s ex Betty. “When we filmed my final scene, I kept asking for more takes because I knew it was the last time that I would ever speak for her.” But Jones, who is now on FOX’s The Last Man on Earth, says she’s looking forward to projects her son Xander, 3, can enjoy too: “He’s never watched Mad Men, obviously,” she says with a laugh. “I kind of wish he thought I was cooler.”