Does a first order reaction really get completed only at infinity?
To add to the other answers that only address the mathematical behavior of the first order rate equation close to $t=\infty$, let me address what actually happens physically.

Before you reach $[A]_t=0$, the first order rate equation actually breaks down. It isn't valid anymore, because one of the assumptions on which it is based, namely that the reaction rate is deterministic, breaks down.

When you get to really low quantities of (one of) your reactants, reaction events, i.e. two molecules meeting, are blind luck. Actually, for high quantities this is also the case, but then the behavior is a physical version of the law of large numbers: a probabilistic system behaves deterministic on average. 

You can simulate this basically by flipping coins whether a reaction occurs or not. If you do this for a simple $A$ to $B$ reaction you get graphs like the following:



Here the chance of reaction per timestep for each molecule $A$ is 10%. You can see that the curves at low number of molecules $N$, are jumpy (and actually would look different everytime I rerun my calculation), while for $N=1000$ you already see the fairly smooth and familiar first order behavior. Just note that close to t=10 also the $N=1000$ case is behaving jumpy again as you can see from the zoom below.