SPOILERS--there are Big Love season one spoilers here.
When you watch a cable television drama, you must know this when you prepare to watch the last episode of the season: all bets are off. Anything, utterly anything, can happen. This goes double for the season one finale.
Lies and secrets were a major theme of season one of Big Love. The big secret, of course, is the family's polygamous lifestyle, and it's a secret that requires frequent lying. Within this larger context of secrecy, members of the family have many smaller secrets they keep from each other, and lies they tell to maintain their secret. We see the effect of "living a lie" on all the characters, including the children; we see that living with a major secret almost creates a culture of secrecy in which characters, used to a life of lies, are comfortable (but uncomfortable) lying to each other. One wife racks up massive credit card debt, secretly. The husband has an "affair" with one of his wives. They must lie to everybody in the outside world, and within their inner family, they are unable to tell the truth to each other.
With their secret exposed, they now have no explicit reason to continue lying. What's theme going to be? Of course there's still massive potential for conflicts and storylines, and I suspect the characters will continue to live with "smaller" secrets and lies even with their "big" secret exposed. But the theme must shift and evolve, as I suppose any good show must allow for.