The FF games typically don't have great endings. I didn't really like VII or VIII's endings. The only ones I really liked were IX and VI. VI's ending was very magical in the way it dealt with each character and IX has one of the best happy endings.

Games with great endings include MGS3 and MGS4. Bad endings include MGS2.

When I think of endings I always think of Chrono Trigger because it's the first game I played with multiple endings, and most of them were pretty amusing.