I actually did this before finishing the final dungeon.

It gives the videos for the SIGN flashbacks from the past games, as well as a cool item completion certificate background with a pic of mistral in the center.

But I think the best thing you get is the music, although you can only play it and not save it as your theme. It's the SIGN credits music.

http://dothack.wikia.com/wiki/Item_Completion_Event also shows this.

To compare this to the final dungeon, which unlocks video relating to its progress, and a bunch of images. My favorite image it gave is Player Killer (Sora).