To answer the question as to whether a 141 "Final Lesson" or "Checkride" goes on your record.... well, it depends.
Remember, if you start a 141 program, you cannot count any of your time prior to being enrolled in the 141 program towards the 141 hour requirements (there is an exception which i'll mention later). If you are enrolled in a 141 program and you take your "Final Lesson" with an instructor from your school with examining authority, then no you won't get a pink failure slip. If you fail to meet the requirements of the PTS, the instructor would count the oral and/or flight as just another dual lesson and you will not recieve a pink failure slip. You go back for additional training in the trouble areas and then try again. If you meet all PTS requirements, then the lesson will be counted as your "End of Course Lesson" and you will be issued a graduation certificate and your temporary with a copy going the the FAA.
It is also possible to be enrolled in a 141 program with a 141 school and still getting a pink slip if you don't meet the PTS standards. For example, as I mentioned earlier, you are allowed to credit a certain percentage (I think 25%, but not positive) of previous time towards the 141 hour requirements. However, if you decide to do this, the 141 school loses examining authority and you must take your "ride" with a DE or the FAA. In this situation, if you don't meet the PTS requirements you will be issued a pink failure slip, with a copy going to the FAA for your record. Again, if you pass you will be issued a temporary and graduation certificate from the 141 program. This would also be the case if the 141 school you were enrolled in has not been granted examining authority by the FAA as jaybird mentioned.
In either case, you will be tested on the same areas of operations and tasks, and be held to the same standards. In my opinion, it shouldn't matter if you take a "ride" with a DE, the FAA, or a company instructor with examining authority. If you are ready for it, you will do fine and pass. If you are really concerned about failing, then you're probably not ready and should study a little bit more.