Ah, to be satisfied with such wonderful stories... A part of me will always crave more and more information, and that cannot be helped. I do, however, think Tolkien stopped in a good place. There may be loopholes, and unanswered questions, and so many more stories that could have happened... but that's what forums and fanfiction are for.
Besides, there are moe than enough stories to read and re-read, because if you think you got it all the first ten times, you are very, very wrong. He wrote in such a way that the story only becomes more complex and intriguing with each time. Read them all fifty times? I'm willing to bet you missed something.