To help settle a debate, technically it is not really the end of the decade. Since the common calendar began with year 1, the decade we are currently in goes through 2010, not 2009.
There was a lot of discussion about this when the calendar switched from 1999 to 2000. We were still in that decade (and century) until the calendar transferred over from 2000 to 2001.
A decade is also defined as any ten consecutive years, so if you want to go out and celebrate every New Year's as the end of the decade you can. It's always good to go out and celebrate on New Years.