Some of my favorite endings, in no particular order:
Ys I & II - Ya can't beat the characters dancing around as the credits role. Simply, awesome.
Dracula X - Wheee! Three different endings!
Beyond Shadowgate - Three different endings here too. Four if you count dying, again (and again, and again, and....).
Deep Blue - I haven't seen it yet, but I'm sure that I'll love it. Why? Because it'll finally be f*cking over and I'll never have a reason to touch this flaming pile again.