I always consider "Going over the Sea" a metaphor for dying, so I agree with
dragoneyes.
I think that it is the best possible ending, bacause in a way it is a "happily ever after", but it also makes you think right at the end, as LotR is full of Food for Thought (is that the correct expression?), and if it finished by everyone staying in Middle-Earth I for one would be disappointed, as it would be what I expected and the great thing about it is that you can seldom tell what is going to happen next, but in no book should you be able to predict the ending, as it kind of spoils it in my opinion.
There, I'm done with my ranting.
Welcome to the downs by the way!