I know that there are many people who deeply wish that the list of 7 is another bait. Actually, till now we'd been cracking our brains to find out who RJ was, but apparently now people will have dual theories from now on with the list involved and otherwise.
Personally I am one of those fellas who in fact does believe that the list of 7 can still be a deception somehow. After all, most of us are just posting theories about "how we want it to happen" rather than "how it's supposed to happen" which is pretty normal because those little geniuses inside us lead us that way.
Either way, I mean the list being involved or not, I still put my money on Jane's past and the last episode supports my way of thinking. Let's say the list involves the real RJ. Then I believe that one of those people in the list is actually not who he is but he's someone from PJ's past. A friend, his father, his brother, his hi-school teacher, whatever you'd like to think.
You may see my earlier theory: http://www.whoisredjohn.com/See-a-theory-Red-John/2419#disqus_thread
Sticking to that theory, I will go deeper into analysis:
Final episode leaves us many questions to be answered actually. Let's see them below and try to reply in all possible ways:
1- Lorelei's video recording:
a-) Has it been made by Jane to deceive Lisbon (and indirectly others) in an attempt to mislead RJ regarding what Jane knows or doesn't know? In that case, this means Jane has already figured out who RJ is but he's just going to find out the reason why RJ is so obsessed about him. Because there's absolutely much more than what has been said on that TV show about RJ because Jane's analysis about RJ on the show is way too cliche (he's a sociopath, a lonely soul, etc.) so that even if he were David Copperfield but not just a mentalist (or fake Psychic), it might piss RJ off but not necessarily make him obsessed about Jane as being a super-clever person who is worth to toy with just for high quality fun. So, I believe there's much more to that. RJ knows him way before he killed his wife and kid.
b-) Has it been made by RJ to humiliate Jane? This is another possibility and it means "Who the hell do you think has given you all those evidences or clues to come up with such a list? Even if you can figure out those 7 names, I can make it yesterday" kind of situation. However, there's an important clue on that video (if it was taken by RJ of course). He says something like "do you think this is clever? this is just luck!" Luck! This means that Jane has a hit in that list. Because as per RJ's statement (Luck), PJ has figured him out (at least with 1/7 ratio) and he is pissed off because he thinks that PJ hasn't earned it but taken some wild guesses. Pissing off thing can be understood from him revealing his future plans to kill even many more. No matter how sophisticated RJ is, he's still a psycho with high temper. Otherwise, he would have opened up a pizza shop named Red John's.
2-) Why did Jane let the woman go with the police car without further investigating her?
a-) It's a "Nah, not worth to waste my time because she won't say anything about RJ anyway" situation. This doesn't make sense at one point because he might have hypnotized her to let her sing like a nightingale but I'm not sure if she can be over-hypnotized if she were already hypnotized by RJ.
b-) It's a "Nah, I already know who RJ is and I don't need that chic to tell it to everyone and just blow up my plan" situation.
Not being necessarily related with the episode, I still have some other question marks within the show. As the context gets spread like crazy, there are many more details to follow. That's how LOST has screwed it up. Many open-ended questions remained unsolved. If Bruno Heller intends to do the same thing, then it will be sad. If not, this means there will be many other points to be enlightened. I always look at the characters and events remain under some kind of cover or not sufficiently processed. For example:
1- Where the hell is Bret Stiles? Such an important character just sitting at home and watching TV all this time? No! He is being prepared for a key move in the next season because he is one of the top players in this game. How? I don't know yet but my earlier theory might give you some idea.
2- Why Partridge is being shown as a rather tamed and serious personality all of a sudden? Where's his childish behavior and excitement as displayed before? Is he behaving mature when his personnel is around to gain more respect? Or is he being presented to us in such a way that "Dude, I never thought that this guy would be RJ but now he looks more of it?"
3- Where is Kristina Frye? Is she involved in a business investment like Kristina Fryed Chicken and no more interested in other things? She might be thinking that she's dead but wasn't she the one who believed that the dead can also contribute in many ways? We will see her again and just like Stiles, she will be the key to many things.
4- Why? Why the hell nobody from Jane's past (the carnival people expecially) do not ask for Jane's father's whereabouts or why not Jane raises such a question to those people? Asking doesn't hurt right? Do you think that the writers or producers just say "Well, everyone has a father and Jane does have one. So what? We covered that situation already, we made them apart, let him just live in peace wherever he is"? I don't think so... We will see his father and he will play a great role in RJ case in future season(s).
5- Jane's childhood memory. What was it? A memory planted by RJ or some other freak? Or was it real? Either ways, this leads us to the conclusion that RJ and PJ had been in interaction (a close one) way before we know.
So, what remains under the shadows will actually rise and shine, and show us the real picture. Even if RJ is one in that list, he is not originally that person but actually someone else in Jane's past but professionally disguised and seeking vengeance if he hadn't taken it enough by killing his family. Otherwise, I don't believe that an over-bored killer comes up and says "Oh man, there's no one to play in the playground. Well, that guy seems interesting... C'mon dude, let's play! But first let me kill your family so you can also feel like playing with major enthusiasm". There is more to this show my friends. There's a higher path... ;)