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For me the endings were a bit of a let down. In most of them he goes to baator. In one he got some strange armor and started talking like his mortality.
In all the endings except where TNO kills himself he ends up going to fight in the blood war. This is because of deals he made before he separated himself from his mortality, and is something unavoidable (basically finally having to take responsibility for his past actions). The "best" ending is achieved through merging with the Transcendent One, which allows you to resurrect and speak to all of your companions before you're pulled off to the blood war.
I'm not sure how you think the ending "suck". All the endings are superb, in my opinion, and a fitting ending to the Nameless One's travels.

And I do agree with DarrkPhoenix that the merging with the Transcendent One and resurrecting your followers is the "best" ending. It gives a monumental sense of closure mixed with longing and a lingering feeling of not wanting it to end. Just like any good book, game or artwork should.
I was expecting more of a final fantasy 6 quality ending. Half an hour long and all that crap.

Doesn't he resurrect them even without merging with his mortality? That's what I recall happening. You have to chose the right dialog options.
You can only resurrect one if you don't merge with TTO. Morte, however, is just faking, so if you try to rez him first, you get the goodbye dialog for up to two characters... and Morte's dialog is pretty hilarious, as always.

And all the endings "suck" in the sense that TNO always has to go pay the piper, and thus they aren't really happy endings, but I consider all of them to be GOOD endings, even if nobody's riding off into the sunset.
I preferred the one where commit suicides because ending up fighting in the blood war where he basically started his journey because he had already done horrible things makes the whole game a cycle, at least that's how I took the other endings.

About good endings, I don't think many people venturing into this type of game expect a sunset ending, that doesn't fit the mood of the game. However, an ending that doesn't make sense or one that just feels lame or out of place is always a let down no matter what the journey was.