What is the song (title, artist) of the song playing as Carrie walks
into the coffee shop and the credits begin to roll at the end of the
final Sex and the City?

Dear chriso_312,

The song played during the closing scenes and the credits of the last
"Sex and the City" epidode is: "You Got The Love (Now Voyager Mix)",
by The Source featuring Candi Staton.

In case you are interested in buying a CD that contains this
recording: It is included in Candi Stanton's CD "Outside In",
available (for example) from Amazon.com for $19.99:
http://www.amazon.com/exec/obidos/tg/detail/-/B00001ZTIL/qid%3D1079883438/002-0761135-0215246


Sources:

HBO: Sex and the City - Music Credits for Episode 94
http://www.hbo.com/city/episode/music/episode94.shtml

Too Much Free Time: February 22, 2004 - February 28, 2004
http://www.lotsofco.org/tmft/archives/week_2004_02_22.html

Sex and the City Soundtrack: Songlist Seasons 6A and 6B
http://satcsoundtrack.freeservers.com/songlist6.html

Search terms used:
"Sex and the City" "final episode" music
://www.google.de/search?hl=de&ie=UTF-8&oe=UTF-8&newwindow=1&q=%22Sex+and+the+City%22+%22final+episode%22+music&btnG=Google+Suche
"You Got the Love" "coffee shop" "sex and the city"
://www.google.de/search?hl=de&ie=UTF-8&oe=UTF-8&newwindow=1&q=%22You+Got+the+Love%22+%22coffee+shop%22+%22sex+and+the+city%22&btnG=Google+Suche
"you got the love" "candi staton" "sex and the city"
://www.google.de/search?q=%22you+got+the+love%22+%22candi+staton%22+%22sex+and+the+city%22&hl=de&lr=&ie=UTF-8&oe=UTF-8&newwindow=1&start=0&sa=N

Hope this answers your question!
Regards,
Scriptor

Thank you for the rapid answer!