Glad I'm not alone in that feeling. It is weird, on the one hand, you are sad to see the character go, and on the other, it is nice seeing them off.
What is even worse is the rage at a completely unsatisfactory ending. You know, the kind where you are all "WHAT!? I read through six books and eighteen hundred pages for THIS?! AAAAARRRGH!"
Luckily, I have only had that happen to me once that I recall. A series that started out promising, had a good second and third books, and then the fourth book dragged on and on. I skipped ahead 100 pages and saw that absolutely nothing had happened, so I just said "screw it" read the ending, raged for a few minutes, and then put those books behind me. One of the few times I haven't finished a (non-school related) book.