The Cheezy One said:
A bit off topic, but 'Alls well that ends well' is supposed to be a kind of optimistic, happy feeling thing, whereas 'The end justifies the means' is some kind of evil way of saying that you sacrifice anything for your own end, though when you think about it, they both mean the same thing - that if everything has worked out by the end of the day, then the events of the day don't matter.
The difference here is that "All's well that ends well" suggests that it might have been a rocky journey, but it's over now and everyone's happy so no worries. "The ends justifies the means" suggests that the rocky journey was a product of someone doing something bad or questionable, like risking a load of people's lives in order to save some other people's lives, so everyone might be happy in the end but they're sure going to feel dodgy about that guy from then on.
Edit: To clarify that last one, the word "means" suggests there was reasoning and action behind the unpleasantness, whereas the other saying doesn't necessarily imply that the unpleasantness was anyone's fault.