The Mad Men Cast Then & Now

"I had to audition seven, eight times," Hamm told reporters in March of his journey to becoming the troubled ad exec. A "mixture of excitement and terror" is how he described his first day in-character: "Have you ever seen a puppy when somebody rings a doorbell?" he said. "They kind of wag all of their bodies, and they pee on the floor. There's such a mixture of excitement and terror and awe and wonder and hope and fear."

The actress told PEOPLE that she was the "big crier" on set during the final days as the always-glam housewife in season 7. "I think I had one of the last scenes of the day," she said. "[I was] just asking for more takes because I knew it was the last time that I would ever speak for her."

"The reason I loved playing her is because she is incredibly real," a newly strawberry-blonde Hendricks told PEOPLE of the sexy secretary-turned-agency partner. "She learned from her mistakes … but also was so vulnerable and sometimes got her heart broken. And sometimes she was a good friend and sometimes she was a gossip, you know? She was just a real person. We all are all those things."

The actress came into playing the rising advertising star with a wide-open mind ("Peggy was naïve and uneducated in that world that I figured it would be better if I remained uneducated," she said) and a funny throwback career moment: an Excedrin commercial. "They kept renewing it so it ran forever, which was great!" she said. "It supported me for a while."

What the actor will miss most from his time as the snappily dressed exec is "just playing somebody who is so able to turn a phrase the way Roger was able to," he said. "Size up a moment and let fly with something funny." And it turns out that quick wit is the quality he thinks he shares with his on-screen persona. "I can tell a pretty good joke," he revealed. "TV is like that, they see that you can tell a joke and then they write you jokes."