Such as spending many hours or days on a great task, and when finished having an immense sens of relief, or a lightening of load?
There is not just one word for "immense relief". The German word for relief is "Erleichterung". There are many adjectives for immense such as immense, enorm, ungeheuer, gewaltig, riesig, and große. So I would say "immense Erleichterung" or "große Erleichterung".
For your example, you might say in English: "After a great ordeal it is an immense relief to be finished!" which would be in German: "Nach einer großen Tortur ist es eine große Erleichterung, fertig zu sein!" Personally, I would say: "After a great ordeal I'm immensely relieved it is finished!" which would be "Nach einer großen Tortur bin ich sehr erleichtert, dass es fertig ist!"
Or for just the statement: "It is an immense relief to be finished!" would be "Es ist eine große Erleichterung, fertig zu sein!"
Puh, geschafft !
I am a German native speaker and would say "Mir fällt eine Last von den Schultern." is good German but not exact what you want, this is more like to say "Now I got rid of a big burdon, before I thought I cannot make it". But not every days work is like this -- this is too much.
"spitze Gefühl" this is not good German, you need to say "Spitzengefühl". Germans concatinate a lot of words to a new word. The best example is something like this "Trammbahnschinenritzenreiniger" or "Donaudampfschifffahrtskapitän". But never the less, this is what the first intention of the phrase of this question means. While the "Last von den Schultern" is too much, this is not enough. It only says that you feel good now for the upcoming event, but it says nothing about your hard work of the day. And where is there should be an event to day this. Simply relaxing is not the reason somebody says this.