Thanks Fordim and littlemanpoet for your comments.
First of all, I didn't mean to reduce the rich and complex tale of LOTR to a (simple)schema. I'm pretty sure that Tolkien didn't construct his tale on Hegelian dialectics. My philosophy prof always came up with Hobbits when discussing Hegel. I just elaborated on that thought and took it a bit further (maybe a little too far).
Hegel describes the way of the Geist as an odyssey, with the Geist finally returning home, to itself, but know complete selfconscious and embodied. That's what Hegel defines as freedom.
So, Hobbits live in harmony, without much knowledge of the outside world. It's a paradise like state. When Frodo embarks on his quest, he gradually learns more of the world and thereby of himself. He becomes self-conscious, as we see at the end of the Fellowship when he gets the clear insight that he has to fulfill this task alone.
Gradually he learns that the quest will claim his life, and that he has to face Sauron, death itself. Thus the self is confronted with its own negation. Frodo goes on. Why? Because he knows that if he doesn't he loses his freedom.
Frodo destroys the ring, but still has to return home. But of course home isn't there anymore. When selfconsciousness is realised, you can't go back to a state of unconsciousness (paradise). The negation of the self cannot be undone. Instead, it is uplifted in a new state of being, which unites both self and not self, thus becoming Geist, thus realising freedom.
So for me the true and saddest lesson (if you want to call it like that) is that freedom is only realised at a terrible cost, that is you lose your (old) self. It's even worse, the whole world changes. Not only the Shire, but whole Middle Earth, because the power of the One was bond to the power of Three. So there's no living happily ever after. No, actually Frodo died, and we see him literally departing to heaven, like Christ at Ascension Day.
This all got me started because of some remark on the scouring of the Shire. My point is that it is a necessary ending, not plotwise (plotwise it sucks), but because of the logic of freedom. So I agree with Fordim that the LOTR has a moral framework, if not to say evangelical framework (like many people pointed out before). Funny detail is that people claim that Hegels Geist is actually the Holy Ghost. (now where getting close to the eucatastrophe theme, which is also very interesting)