Favorites
Kingdom Hearts - One of my favorite endings, I just loved the whole ending sequence after the final battle. Even the credits were great
Ico - Whats not to love, great from start to finish.
The Legend of Zelda: OoT
Lamest
Onimusha 1 and Onimusha 2 has some majorly lame endings. Onimusha 2 is one of my favorites games on the PS2, but damn that ending was crap
Final Fantasy X - Loved the game itself, but I didn't like the ending sequence. The speech was what ruined it for me, it just took away from the ending for some reason. Sometimes its better to leave things unsaid rather than downplaying the player's intelligence by explaining everything.
The Mark of Kri - Eugh, another great game with a lame ending. The whole epic legend feel they had going was nice, but I just walked away with nothing.