Here’s a guy who thinks of himself as a monster and yet yearns to be human

Was there ever a scenario planned in which Dexter actually dies?

No, and the reason there wasn’t is that it’s not a fitting enough punishment for him. Going into exile away from everything that he knows and has become attached [to] in his whole infrastructure is a more fitting punishment for what his journey toward being a human being has cost everyone around him. If the central idea from the pilot on was: Here’s a guy who thinks of himself as a monster and yet yearns to be human… We’ve seen him on this journey – he started off as faking it but then became real somewhere along the line – and we’ve seen year-to-year what this journey has cost him. So, in the finale, the final price comes through… If he had listened to the Dark Passenger and stuck to the Code, he would never have left Saxon, he wouldn’t have thought that he didn’t need to kill, that he’s got a stronger pull. Deb, who was his touchstone and soulmate, died — and this was the only fitting punishment. He banishes himself, if you will, into exile. When he looks into the camera in the end [of the finale], the rest is silence; there’s not even a voiceover there anymore. It’s just emptiness… Committing suicide is too easy; that’s letting himself off the hook.

from : http://tvline.com/2013/09/22/dexter-series-finale-spoilers-deb-dies-dexter-fakes-death/