I'm a big fan of the end of Castlevania: Symphony of the Night. Other than being one of the best (and last) side scrollers ever made, the ending(s) are both appropriate and satisfactory.
Also, who can't appreciate the end of MegaMan 2. Nothing like a little trip through the seasons with his various costumes. Ah good times.
The end of the first Half Life is pretty awesome, too, as are the endings to the original Deus Ex.
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