Simplicity has a price. It is, for many reasons (none of which are apparent to the audience), one of the least practical illusions. But I have never encountered a vanish of a human being that is as stunning and as simple (in terms of the audience's experience) as David Devant's "The Mascot Moth."
I would caution strongly against ending with a vanish. The audience is left in silence, breathing in, waiting for the other foot to drop. They aren't going to applaud an empty stage.
But a strong vanish, and they immediately hear a whistle behind them and you've re-appeared in the back of the theater...that ain't a bad finish...