I too walked away from the book with a heavy heart, but it was well worth it to read the ending and then go on to the Appendices. After having 'teared up' at the "Grey Havens" chapter, I found myself completely drained after reading "...the Tale of Aragorn and Arwen" (but in a good way). I agree with Saucey that the logical next step in the great tragedy that is Middle-earth's history is to read the Silmarillion.
Knight, I wonder what Tolkien would think of one of his loyal fans calling him a creep.