Deus Ex, definitely. Each of the endings is plausible in its own way, and I find that now when I replay it I have a specific one in mind. This colors the way I play through the whole thing - the choices I make, the allegiances I put stock in, etc.
Also found FFIX's ending to be very satisfying. That game took some turns at the end that I wasn't expecting at all.
Then there's Portal - there wasn't any one thing that was brilliant about the ending, but the way the whole experience concluded left me with a huge grin on my face.