For whatever reason, I don't think he'll have too much trouble finding a job. A move to Boston would make the most sense, because the Celtics have--in Rajon Rondo--just one true point guard. Additionally, Lue is good friends with star Celtics forward Kevin Garnett. The Philadelphia 76ers are another team that might be interested in a steady, veteran presence behind new starter Louis Williams and rookie Jrue Holliday.
No matter where he winds up, Lue will indeed be the last Magic free-agent domino to drop. They re-signed Adonal Foyle and matched Dallas' offer sheet to Marcin Gortat, while allowing Hedo Turkoglu (Toronto) and Jeremy Richardson (Aris Thessaloniki) to ply their trades elsewhere.