All the side quests come from the main characters, so yeah, finish everything before you do the last quest. Just like in regular New Vegas, once you reach the point of no return, it brings up a window telling you that there's no turning back.
There are three side quests I didn't get to do, but Graham never gave them to me and I don't know why...
Also, Old World Blues preview. Haven't read it yet, just skimmed and posted here. It says the release date is June 14th.