Damn, this is a tough one since I rarely get to the end of games. FFVIII's final location was quite cool.

Mass Effect 2 was pretty cool, I'll agree with that.

I dunno, though. No ending buildup has really got me that excited. More games need to have key impact moments in the plotline directly before the end. A death, a twist, something major. It would make the final battle that much more crazy.