It would've been nice if you gave the context... Generally,
"la sfârşit" means "at the end".
"în sfârşit" şi "în fine" mean "finally": În sfârşit am ajuns. (Finally, we arrived.)
They are sometimes used with the meaning of "anyways" in English. For example, after an argument you can say "în sfârşit/în fine, nu mai contează" (Anyway, it doesn't matter anymore.)
"într-un sfârşit" means "finally" too, but it emphasizes the duration/con tinuance as in "într-un sfârşit a terminat şi el" - He finally finished (after working so much/after so much time).