If you want to leave a note to yourself that a class has no sub-classes, then by all means do so and use a comment, thats what they are for. The "final" keyword is not a comment, and using language keywords just to signal something to you (and only you would ever know what it means) is a bad idea.
edited by original author to add: I completely disagree with this now. I cannot even create a model of my mental state 11 years ago that would explain why I would say this. I think this answer, and my comments defending it below, are ridiculous. The accepted answer is right.