I've been playing around with paging in data form webpart. I thought ( well someone actually asked me ) about how to add a "Last Page" link to the paging in the webpart. So, I've not tested it a lot, but it may help.
Add this xsl variable inside the ms-paging td:
<xsl:variable name="PagesNumber" select="ceiling($dvt_RowCount div $RowLimit)"/>
And add this anchor tag in the place you want it to be: