Yes, you're pretty much done at this point. Once you finish the main story line, you unlock the endless/infinite dungeon. Monsters here keep getting harder and harder the deeper you go. Eventually the quality of the gear you find falls behind the difficulty of the monsters, and it gets really hard. Looking for a challenge?
Also, you also now have the ability to "retire" your current character. This deletes the character and lets you create a new successor character. The new character gets a +1 bonus to Fame (1 extra skill point), and gets to keep one piece of equipment from the retired character. This item will get a boost to its stats (in the neighborhood of 10%), and the level requirement will be slightly reduced.