The final episode of Shakugan No Shana shows yuji deciding to go into exile in the new world the tomogara helped him create as he had killed many for him to achieve his goal shana chased after him and promised she would be by his side so they made out while flying through the air *EPIC* then yuji tells shana he is now a flame haze and the ring of flame protection is his god vessel with that he leaves kazumi yoshida and enters the new world with shana
not sure. When i watched the last ep of the second season i was sure it was shana cuz of her reaction. but i just watched the last ep of shakugan no shana S and at the end, shana said "that was the day we seperated" and then there was a flashback to the day yuuji had to choose...so im not sure now :( but i wanted him to end up with kazumi
not sure he did not choose both shana and kazumi and in season 3 Yuji will become the Bal Masque leader by merging with their leader Snake of Festival. He even beats Shana near death, but he said that it's for Shana's sake. He doesn't want Shana to fight, so he joins Snake of Festival that want's to make Xanadu (a heaven for Denizen, a replica of the real world, and the Denizen no need to consume human anymore)
yuji choose none of the two because when i watch the shakugan no shana second ep. 24(what must be protected). i do thought that yuji chose shana but when i watch the shakugan no shana (FINAL), yuji stands in front of the clacite store near where shana is waiting ,shana had notice yuji and she smile but when a person passed by yuji had disappear and shana go in front of that store and look at yuji's shoe prints at the ground.
shana ran to where kazumi is standing,shana carry kazumi to yuji's house and when they arrive all yuji's things is starting to disappear until nothing left.
date,time and location when yuji disappear: DEC.24th 7PM at the annual illumination of misaki station's clock tower