Look at it this way: If you have some complex molecule, no matter how complex, you can always add one more atom, then spend years in study of it's chemical, physical, magnetic, optical, etc properties. So in that sense there is always something more to learn.
However, you reach a point of returns that have diminished to near zero. Is anyone going to cough up funding for years of investigation that will make diddly squat difference to what we know?
Also the cost of doing new science that is not trivial, such as the LHC is rising exponentially, but with negligible returns. Witness the LHC at 10bil dollars, the ISS at 100bil dollars and returns are meagre at best. The days are long gone when a bloke can discover breakthroughs like the electromagnetic theory using nothing more than a box of ironmongery and the help from a friendly carpenter. Now we have astronomical expenditure and little to show for it. The age of this sort of science is basically over.
But despite what goes on in this forum, there is far more to science than physics and astronomy. The biological sciences are still in their infancy. This is because these sciences are not trying to outdo each other with bigger tools to prove up bigger theories, they are instead gathering vast amounts of data and using existing theory to make sense of the immense complexity to be found in biology. The genome projects were a recent breakthrough and the discoveries flowing from these projects are certainly non-trivial, of practical value leading to new technology, and are certainly not in the multi-billion dollar category.
I would suggest that if you have a narrow view of science and think of only the physical sciences you will be disappointed. But broaden your view to the biological sciences and you will find that there is still much of significance to be discovered for some decades yet.