How to override final_price.phtml in magento 2?

You can use alternative way for overriding template. Use below code. It will work.

app/code/MyVendor/MyModule/etc/di.xml

<type name="\Magento\Catalog\Pricing\Render\FinalPriceBox">
        <plugin name="MyVendor_MyModule_change_template" type="MyVendor\MyModule\Plugin\FinalPricePlugin" />
</type>

MyVendor\MyModule\Plugin\FinalPricePlugin.php

<?php
namespace MyVendor\MyModule\Plugin;

class FinalPricePlugin
{
    public function beforeSetTemplate(\Magento\Catalog\Pricing\Render\FinalPriceBox $subject, $template)
    {
        $objectManager = \Magento\Framework\App\ObjectManager::getInstance();
        $enable=$objectManager->create('MyVendor\MyModule\Helper\Data')->chkIsModuleEnable();
        if ($enable) {
            if ($template == 'Magento_Catalog::product/price/final_price.phtml') {
                return ['MyVendor_MyModule::product/price/final_price.phtml'];
            } 
            else
            {
                return [$template];
            }
        } else {
            return[$template];
        }
    }
}

Hope it will work for you.

No need to write plugin for this, we have to do it in xml level

create a layout xml

app\code\MYNAME_SPACE\MY_MODULE\view\base\layout\catalog_product_prices.xml

<?xml version="1.0"?>
<!--
/**
 * Copyright © 2013-2017 Magento, Inc. All rights reserved.
 * See COPYING.txt for license details.
 */
-->
<layout xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:View/Layout/etc/layout_generic.xsd">
    <referenceBlock name="render.product.prices">
        <arguments>
            <argument name="default" xsi:type="array">
                <item name="prices" xsi:type="array">
                    <item name="final_price" xsi:type="array">
                        <item name="render_template" xsi:type="string">MYNAME_SPACE_MY_MODULE::product/price/final_price.phtml</item>
                    </item>
                </item>
            </argument>
        </arguments>
    </referenceBlock>
</layout>

Above xml will effect only for simple product if you need to modify the bundle product then

<argument name="default" xsi:type="array">

should be

<argument name="bundle" xsi:type="array">

or in case of a configurable product

<argument name="configurable" xsi:type="array">

create a phtml that is

\app\code\MYNAME_SPACE\MY_MODULE\view\base\templates\product\price\final_price.phtml

Copy final_price from core module and modify it as you needed

to modify other price type you can refer

vendor\magento\module-bundle\view\base\layout\catalog_product_prices.xml