It was only after I hit puberty that I felt a preference towards introspective endings.
That's not to say I don't enjoy happy endings (The Shawshank Redemption is my favourite movie), nor do I have a particular aversion to a movie having a happy ending (most do). But I do prefer narratives that make me think. As an RPG gamer, I like choices and specifically ones that have consequences. This includes the opportunity cost of the choice not made.
I find there's a divide, however, between those that value choice. At least from interactions I first had when I joined the forums.
That is, some value choice from the stand point of "I can choose to drive the narrative in a direction that I like." Whereas I prefer choice to be having to make decisions within the game and accepting the consequences of those decisions. My evaluation is done in game, so the idea of "choosing" a choice that appear to be an ostensibly poor one isn't really a choice for me, even though the game affords me the opportunity.
With respect to a game's ending, the reality is that it's going to be very difficult to give people an ending that everyone will enjoy. The biggest issue I have with the "work hard for it" happy ending is that a lot of the times, it simply means "play the game in its entirety" (ME2 almost fits this, if not for the fact that characters can die based on the decisions you make on the suicide mission). That said, I think that having an ending where the suicide mission can be achieved without anyone dying isn't as interesting of an ending as it could have been. It'd be like being able to save Ashley and Kaidan.
Endings that make me think and feel emotion (as long as its within the context of the game and my character) are powerful and the endings that I tend to love. PST and The Walking Dead are two of my favourite endings. Fallout 1 also had an amazing ending.
As I said in a different post, I like all kinds of endings as long as they make sense, are well done, and fit the game and its' story. The Walking Dead's ending was great because it fit the tone of the game, was well executed, and made me feel. Same with the ending to Red Dead Redemption. ME3's ending didn't fit, wasn't well thought out, and didn't make me feel anything other than frustration and disgust. It felt like someone was trolling us with something ridiculous. A "rocks fall, everyone dies!" scenario. It didn't make me feel, it didn't inspire me, it didn't make me think. It was like something a depressed 14 year old came up with after watching the anime Gurren Lagan and beating Deus Ex: Human Revolution.
Another thing is that when people can create their own character, shape them and make all their choices, form their personality, etc...they get more attached to that character than a set character you can guide (like Geralt, Adam Jensen, etc...). If a set character is funneled into one ending it's not a big deal. Even if the ending is weird, unfitting, and poorly done it doesn't have as much of an impact.