In my shell script, my last lines are:
...
echo \"$l\" done
done
exit
I have Terminal preference set to \"When the shell exits: Close the wind
I was finally able to track down an answer to this. Similar to cobbal's answer, it invokes AppleScript, but since it's the only window that I'd have open, and I want to run my script as a quick open-and-close operation, this more brutish approach, works great for me.
Within the ".command" script itself, "...add this line to your script at the end"
osascript -e 'tell application "Terminal" to quit' &
exit
SOURCE: http://forums.macosxhints.com/archive/index.php/t-2538.html