Mayor Rudolph Giuliani spent his final day in office Monday praising police, firefighters, and other city workers, and said he had no regrets about returning to private life.

The two-term mayor said he was leaving the city in better shape than when he took office, and expected successor Michael Bloomberg to do the same.

When asked by reporters how he felt about leaving office with sky-high approval ratings, he quipped, "I just better get out of here quick."

Giuliani brushed off a question about whether he would marry Judith Nathan, whose relationship with him made tabloid headlines as his marriage to Donna Hanover crumbled.

"I'm going to do the best I can to keep my personal life as personal as possible, not that I've succeeded at that very well in the last eight years," he said. "Judith and I are very, very close. We love each other, and we'll describe all the rest of it when it's appropriate to do."

Nathan looked on, smiling.

The mayor also announced his plans for Giuliani Partners, a consulting firm that will have a strategic partnership with accounting firm Ernst & Young and include several of his top City Hall aides. He said he planned to complete the paperwork after swearing in Bloomberg in a midnight ceremony in Times Square.

At his final news conference Monday, reporters asked Giuliani if he would miss them. The outgoing mayor said he appreciated media coverage of his policies — even when he disagreed with it.

"I think I've gotten fair treatment — most of the time," he said.

Giuliani also rang the closing bell at the New York Stock Exchange Monday, and presided over the graduation ceremony of 309 probationary firefighters. He praised the hundreds of firefighters who died trying to save people during the attacks on the World Trade Center.

"Here they delivered the biggest blow ever to an American city ... and your brothers raised the American flag — high, tall and strong," Giuliani said. "At that moment I knew that no matter how long it would take, we would win the war against terrorism."

Firefighters and their relatives gave Giuliani a standing ovation and chanted his name.