Although I chose exhilerated, I really wanted an option that said "proud." When I finish an item, I show it to everyone I can (usually starting with my husband) and point out all the new things I tried with it and how cool it is. Even if it is as simple as "I got the heel on the second sock to match the first" -- there's always something I'm proud of and want to show-off.
But exhilerated is also true. I feel really excited about the finished product, but also sort of anxious to start the next one. And I really love finishing -- I like how neat mattress stitch looks, and I always get excited about it when it looks nice. I'm goofy, I guess.
Proud was the answer I wanted to pick too - although from about the bindoff for the arms, or mid shoulder, right up to the moment I am finished (and proud) - I feel sad. and don't want to finish. and perhaps a little worried that it won't fit so I will have done all this work for naught. But when I am actually finished, I feel proud.
To get through the just before finished blues I usually begin another project. It delays the proud moment some but it eases the worry.
I think I would have picked "all of the above" although exhilerated is how I feel most of the time. Sometimes I'm sad if I've really enjoyed working with the yarn or the pattern - since I always have lots of WIPs, I'm never concerned about not having something to work on! Sometimes I'm sick of the project already and just want to get it over with. I think "proud" would also work for me. Almost every night I show DH what I've been working on and he knows that he's supposed to ooh and ahh over whatever it is!