[Dilettante]

I agree, the ending of ROTK is sad, but sad in a bittersweet way. Frodo, Sam, and some of the others had to leave because the world had changed so much that they could not longer find peace. But that is a better ending than COH and most of the Silmarillion where the ending is everyone dies a terrible death.

I think that JRRT was speaking to us in the last chapter of Return of the King when he has Gandalf say "Well, here at last, dear friends, on the shores of the Sea comes the end of our fellowship in Middle-Earth. Go in peace! I will not say: do not weep; for not all tears are an evil."