Go to 1F and talk to Kotomine.
Talk to Sakura in the Nurse's Office to receive your final special item.
If you're in a New Game +, check the table where Taiga used to be in 1F.
Talk to Kotomine at the Arena entrance in order to enter the Arena.
There is no longer any penalty of time passage for entering or leaving the Arena, so you can leave and return as much as you want and train as much as you like.
The Arena is now just a straight hall with one large room. It contains three enemy types, Claustrophobia and Nephilim:Δ from the last week, and one new enemy, Babel's Piece. They give good EXP for training.
If you're on a New Game + (and you have been following this guide from the beginning), you can face an optional boss by heading to the north exit and choosing to keep going.
Optional Boss Strategy: Monster
She always uses Twin Towers for the first turn of the first round, so defend against it. She has four other attack Skills that ignore Guard and have a chance to seal one of your Attack, Guard, Break, or Skill. If you get AGB all three sealed, she will use her Noble Phantasm that is a guaranteed instant kill and automatic Game Over and cannot be defended in any way (even Saber's Thrice-setting Sun doesn't work), so don't let that happen. The only way you can heal her seals is with Sakura's weekly lunches (you've been saving those, right?) or with the Scarlet Formal Wear's Code. I would highly recommend you use attack Skills on every single unknown slot. And, you know those Elixirs you've hopefully been saving? Now is the time to use them. She has a ton of HP, so be prepared to be very aggressive and burn through those Elixirs or have a very long battle. On the plus side, her attack patterns are fairly easy to read, and her basic attacks aren't all that strong. I beat her on the first try at level 38 with Skill spam.
When you think you've trained enough, prepare for the end. To prepare for New Game +, go to the Commissary and buy any Formal Wears you think you might have a use for in your next trip, noting you keep those but your level is reset to 1. Your consumable items do not carry over but your money does, so sell any and all of those you aren't planning on using for the final battle.
When you've finished preparing, talk to Rin/Rani on 1F.
You just have to run straight and let things play out, until...
Final Boss Strategy: Savior
Savior will use his Noble Phantasm which is an automatic Game Over after 14 turns, but you should have this finished long before that, so you should have no reason to worry about it. Twice will sometimes use a Code that seals your Skills. The only way to heal this seal is with Sakura's weekly lunches or with the Scarlet Formal Wear's Code. Anyway, just be aggressive and give him everything you've got. Don't be afraid to spam your strongest Skills constantly and use Elixirs to recover your MP. I mean, if you don't use them now, then what are you saving them for? The battle isn't that difficult, all things considered.
Congratulations, enjoy the ending.
After the credits and everything is done, you are prompted to save a Clear Data file. You can load from this file to start a new game that skips the Prologue and carries over your Formal Wears (minus story-oriented ones) and money from the previous game. Your level still starts at 1 though, and you have the option to pick a different Servant from the first time.