The first Mass Effect games ending was absolutely amazing. I've played a ton of games, but there are few as adrenaline-pumping awesome as what Mass Effect delivered. First time playing through it was incredible. It's one of those games where I wish there was a way to play it once again with fresh eyes, just for the experience of it being fresh and new once again.
That said, probably the most sentimental ending to a game for me is a toss up between Planescape: Torment, The Longest Journey, or Baldur's Gate 2: Throne of Bhall.
Hmm... probably Baldur's Gate 2: Throne of Bhall. Not because it's the most dramatic or cinematic ending, nor does it have the best ending boss fight, but because it was the end to one of my all time favorite gaming experience. By the time you reach the end of the game you'll have invested close to a hundred hours into this character if you imported from the original game, if not more. And so finally finishing the series and seeing the epilogue roll is a bitter-sweet thing comparable to finally putting aside the last book of a series you'd been reading and grown attached to. You knew it had to end eventually, and it was a good ending, you're just a little sad to know its over.
*sigh*