To be honest I didn't feel much of a build-up at all from the game. Individual plots were fine, but as a general story I didn't find much build-up in it. No sense of suspense and thus while I agree the end wasn't climactic, saying it was anti-climactic to me would indicate that there was some sort of build-up to begin with.
As for what the ending should've been....
To me it would be us fighting through some of the last vestiges of Cory's army on the slopes of the Frostbacks leading to Haven, now fighting harder then ever because they're desperate, with Rifts spawning out waves of Demons even if we're no where near them (that was a mechanic that I thought was stupid, how we had to get near them for combat to start. The rifts were supposed to act independent of the Mark, not because of it) that make things harder. This would obviously have to have the entire gameplay of the game be different, where the Venatori/Red Templars/Demons are a greater threat in the base game, so that them being a threat now wouldn't seem inconsistent and paint them as rather sad.
When we get to Corypheus finally, after killing Red Templars and Venatori, he raises the remains of the temple as happened before, but then uses the orb to control us into opening up a massive Rift in the sky that the entire temple passes through, now having us enter the Fade (because the Anchor is the only thing that allows safe passage into the Fade, per Weekes). Corypheus and his Dragon, now within the Fade, make a beeline for the Black City. If Morrigan drank from the Well, she joins us and turns into her dragon form so that we can catch up to him. If we drank, same deal but the Guardian of Mythal joins us instead.
As the two dragons are neck and neck with each other, the one we ride eventually assaults Cory's dragon and brings us down to a piece of the Fade that's remarkably close to the Black City and we get a glimpse of it, better then we ever got before. Our final showdown is in the Fade, and as we fight Corypheus he shows a master of the arcane that truly lives up to legend. Hellfire rains down upon us in the Fade, and if we try to run far away a blockade of flames will rise up, forcing the fight. A deep blizzard will rage, freezing us in place if we can't resist it, dealing constant damage to us. Lightning will billow forth from the skies of the Fade striking us at random intervals. He'll cast a barrier on himself that isn't easily destroyed. Perhaps even use the skills of a Knight-Enchanter, given that Tevinter took Elven lore and magic for its own use. He'll throw down fire mines and ice mines too. Basically just give him a lot of magical talents that we can also use, so that he really comes across as a Magister.
Perhaps instead of Fade Rush, it's called Blight Rush, and if he passes through any of our characters they're automatically poisoned.
And because of the connection to his Corrupted High Dragon, when it comes down to fight us after having fought the GoM/Morridragon -- that was the only epic thing about the final battle, seeing that happen throughout the fight -- perhaps Cory retreats to a level where we can't touch him (perhaps he erects a barrier to shield him from attacks) but as we fight the Dragon Cory is still taking the time to attack us with his spells. The dragon battle would be redone to not just be another re-skinned Dragon fight that's beyond tedious.
And perhaps once the Dragon is killed, Cory gets a last bit of help from the Nightmare Demon. But the Demon doesn't pop in itself (as this isn't its domain) but sends numerous other Fear Demons to attack us (who would also have a gameplay change to make them more impressive combat wise). Cory is on his last legs with us, fighting harder then before, now using his immense physical strength gained from the Blight to try and finish us off in tandem with his spells.
And then when he's finally beaten, instead of an INSTA-KILL on him we have a little final talk with him. Because to be honest, I HATE how he's referred by the devs as "arrogance personified" when they don't even truly grasp how he's a broken man.
A broken man who has done many atrocious acts that cannot be defended (the corruption of the Templars), but he's still a man. Flung from time into an era he cannot fathom, with a God that doesn't interact with his faithful, his gods either dead or silent while simultaneously being outlawed by the Chantry. His friends from the era, vanished without a trace, and he continues on to gain the throne of the gods not just for himself but for them also. He needs to see it through, to finish what they started, so that the sacrifice will mean something.\
These are things I touched on in my Corypheus tag on tumblr.