Kylie Minogue and David Tennant were among the stars who paid tribute to Ball throughout the show.
In a pre-recorded message, singer Minogue said: "Thank you for an incredible six years. The nation loves you and I love you, and every time I've been in to see you, it's been so much fun.
"We've danced around the studio, you, me and your fabulous prod[ucing] squad, shout out to them... it has all happened with you Zoe."
Minogue concluded: "Zoe I wish you all the love success and joy and everything you want moving on... we love you."
Ball's on-air colleagues Mike Williams, Richie Anderson and Tina Daheley also paid tribute to her.
Other Radio 2 personalities including Jeremy Vine, Dermot O'Leary, Sara Cox, Jo Whiley, Vernon Kay, Rylan Clark and Trevor Nelson also sent well wishes.
When she opened the programme on Friday, Ball delivered a few adapted lines of One Day More from the musical Les Miserables.
"Another day, another destiny, one final show from me, ZB - only joking I'm not going to sing, let's have some Daft Punk," she said.
She then played the French electronic duo's One More Time, followed by a message she read out from a man who said he was driving home for Christmas early so he could to listen to her last show.
Doctor Who star David Tennant was among the other stars paying tribute in a series of voice messages.
"You've been so amazing over the last six years, the country is going to miss you," the actor said. "[You're] the best person to have breakfast with. Thank you for letting me come on to your show multiple times and annoy you."
Speaking on Pause for Thought, Reverend Kate Bottley told Ball: "It's time for you to leave this particular party, and it's going to take a bit of adjusting for everyone.
"But we know you, you'll just keep sparkling and lighting up the room somewhere else... Thank you for keeping this particular party going, particularly on those days when you didn't feel like dancing."
During the programme, Ball paid tribute herself to former Radio 2 presenter Steve Wright, who died in February.
"We miss you, darling man, but your magic is always with us, thank you so much for being an amazing broadcaster and a friend to all of our broadcasters," she said.