The Big Four are no more. At least not in Boston.

Free agent guard Ray Allen agreed to sign Friday evening with the Miami Heat, ending his five-year run in Boston that was highlighted by two Finals trips for the Celtics, including the 2008 championship. Allen chose Miami over Boston, Memphis and Minnesota, giving the Heat a potentially lethal perimeter option to go along with LeBron James, Dwyane Wade and Chris Boshnext season.

The 37-year-old Allen visited Miami Thursday and left town Friday morning after being courted by the Heat organization. He was supposed to visit the Clippers on Friday, but that visit was cancelled after Los Angeles agreed to terms with free agent guard Jamal Crawford on Wednesday. Allen never met with the Grizzlies or Timberwolves.

The Celtics had been optimistic that they’d be able to re-sign Allen after agreeing to terms last week with Kevin Garnett on a three-year deal and reaching terms on Thursday with forward Brandon Bass.

Allen took less money to go to Miami. All the Heat had to offer was the taxpayer’s exception that starts at $3.09 million next season and can go out a maximum of three years and $9.5 million. Boston had offered a two-year, $12 million deal, and the Grizzlies were willing to give Allen their full non-taxpayer mid-level exception that starts at $5 million next season and can go out as long as four years.

Heat owner Micky Arison broke the news on his Twitter account Friday, writing, "Its 2:30am in London and I was just woken up with great news. Welcome to the family #20!!”

Allen came to Boston in 2007 in a Draft day deal that sent him and Glen Davis to Boston to the then-Seattle SuperSonics for the number five overall pick, guard Delonte West and forward Wally Szczerbiak. (That pick became forward Jeff Green, now a free agent expected to re-sign with Boston after missing all of last season with a heart ailment–though a source had indicated earlier Friday, before Allen’s decision was public, that Green was waiting before deciding to re-up in Boston, in part to see if Allen would stay with Boston.)

Garnett had initially balked at signing an extension with Boston when the Timberwolves and Celtics were discussing a trade, but after Allen’s arrival in Boston, Garnett quickly accepted the deal, and a new Celtics Era was born.

With Garnett and Paul Pierce (and, in recent years, guard Rajon Rondo), Allen made the Celtics a formidable veteran team that could grind playoff games out. He had several clutch postseason performances in Boston, including seven three-pointers in the Celtics’ series-clinching Game 6 rout of the Lakers in the 2008 Finals. He had played that series while his son, Walker, was hospitalized and nearly died after being diagnosed with diabetes.

This past season, however, Allen was slowed by ankle injuries. He lost his starting job to second-year guard Avery Bradley down the stretch in the regular season, and was never comfortable coming off the bench. Allen got the starting job back during the playoffs after Bradley suffered separations in both shoulders.

The likelihood of diminished playing time in Boston in future years–the Celtics agreed to terms this week with veteran Jason Terry on a three-year deal–along with occasional friction with Rondo always made a return to Boston an iffy proposition. Still, through most of this week, the Celtics were hopeful. Now, they’ll go on another path, while Walter Ray Allen, the NBA’s all-time leader in three-pointers made, takes his talents to South Beach.