Hm... I'd like a really shocking ending that I don't see coming. (And I don't mean the old clichée of "It was all just a dream!"
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) Something that makes totally sense when you think about it, but you'd have never thought it might end that way. Or some really crazy final level - like the meat circus from Psychonauts. That one just made me go wtf?! all the time.
I'd also like only one ending please.
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One that ends the story the way the storywriter thinks it should end. Having several endings always feels a bit undecisive, especially if they depend on only one or two choices made in the game.
It's a different thing of course, if the whole game revolves about making decisions and defining what type of character you want to be - in that case it would make me feel cheated if the conclusion at the end was always the same. I just didn't feel like Amnesia was that type of game.
Or like silent Hill 2 where, if i recall correctly, the endings depended on a whole bunch of infos the game collected in the background while you played - things like how often you would use healing items (rarely using them was interpreted as having suicidal tendencies ^^) , how much care you took not to harm your NPC sidekick, etc. It wasn't perfect but an interesting idea I think.