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!"
) 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.
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.