In general animations that are designed to loop, just loop. when and how you transition out of them is done with Animator actions and your mecanim states.
I'm trying to imagine a looped animation where sometimes you'd just want it to stop dead at the end of a cycle.
Typically you'd use mecanim to transition to a different animation, or use the Animator Cross Fade action to transition to a different anim regardless of the mecanim flow.
(You can also use Animator actions to control the playspeed of the anim, and stop dead at any arbitrary point in the cycle)