Jay is the best character on the show. They're all appealing and funny in their own ways, but Jay is the most prominent IMO. His lies have been shown to be a desperate effort to conceal his vulnerability and uncertainties, which the actor conveys with wonderful facial expressions. He's always being subtly (and unsubtly) undermined by his father. His ending to season 2 was a pivotal moment for the character.
As this is probably the final series I'd love to see Jay actually get some 'clunge' in the last episode. Or would that spoil it?