I love sad endings. Or sad-happy endings (FFX, FF2). I really dislike endings where everything turns out OK. That just makes it too hard to believe and ruins everything, especially if that is in a RPG (Grandia3: Yuki tells him 5 y.o. son to go fly a plane! woohoo!).
Oh and endings where EVERYTHING turns out to be wrong is just my personal pet peeve. I mean seriously, I didn't go through this much to find out it was all worthless! Bah!