Endings are horrible

I don't like endings. Endings of things I actually care about, at any rate.
For example, the ending of Harry Potter was horrible. Both the book and the movie, by the way. And by horrible, I mean depressingly horrible, not bad horrible. The plot itself- whilst brilliant- doesn't amount to the feeling I get when I know that this is the end of a series.
I recently finished the last book of Septimus Heap. I read the first few when I was really young, and out of nostalgia read the others, but haven't really enjoyed them. To be honest, I didn't enjoy this one all that much either. I've grown out of it. But knowing that it's over it just all too depressing.
It takes a certain type of book to get that feeling at the end. The Gone series, being one of my favourite books, didn't get that feeling from me. The Eragon Series (Inheritance if you want to be picky) made me sad. Artemis Fowl didn't.
What makes that sad, depressed feeling when a series end? It couldn't simply just be how much time you've put into the series. With both Septimus Heap and Eragon, I started reading them at a young age. But I started reading Artemis Fowl at a young age as well. Does this mean I won't get sad at the ending of Skulduggery Pleasant? I read that later in my life than I read many other series.
So, it got me thinking. I have my dreams for being an author, and I already have characters that I've fallen in love with. Such fun to write. But how to end it? How to get the sad, depressed reaction that I think the ending of every series should get. Obviously, the reaction isn't just from seeing the character die. I don't think I could see myself doing that anyway (although I probably will end up doing that just to throw people off).
The answer, it seems, is when a series has a definite ending. Harry Potter and Septimus Heap both had endings where I knew what happened to the characters in the next few years, I knew that the adventure was over. Eragon doesn't quite have the same ending, but it left me thinking it was over in a different way, so I could guess what I think happened next.
Again, as an author, can I bring myself to make such an ending? Where I know it's the end of the line for the huge adventures? At the moment, I don't think so. I'd like to think that I merely scratched the surface of the story, and the rest is unknown. But to get the sad feeling, I think I would have to have a definite ending. I guess I'll see what happens. But however the series, if I ever get it published, ends, I'll be extremely depressed. Because my journey with my characters will be over.