Whenever you place a peice a little message pops up saying how many points you got for that and then dissapears. But I have noticed that whenever I place my last peice of a train, no points message pops up. Do you not get points for your final peice of a train? I always make an effort to clear rows with fancy shapes and sometimes will wait to clear a train until the right fancy shape comes, but I am starting to wonder if thats a waste of my time if i am not getting points for it

No, I don't believe you do.  That is why if I have plenty of single blocks left, I'll opt to finish the puzzle with a piece that is one short of completing a row to get more points.  For example, instead of completing three rows with a long pink piece, I'll use a brown piece completing two of the three rows left, get points for that and then use a single block to finish the puzzle.  I only do this when I know I'll still have enough points to get the 50,000 bonus at the end of the level though.

No, you do not get points for the piece that completes a train. I usually try to save a spot for a two piece (brown) or if worse comes to worse a single (red). Using too many reds on a level however can affect your level bonus so use your strategy wisely for higher scores!