I liked the ending to Max Payne 2, the DOA one is the good as Max's life sucks slightly less. Deus Ex's Tong ending was the best, out of all the three the Illuminati one sucks, you end up as a high ranking pawn it seemed.
I agree with LadyCrimson about the ending to Borderlands, friend and I played it co-op and we just said "Uhm..so about that vault?" then saw the satellite and the Claptrap ninja.