[Classified Info]

For me it actually depends on the anime, whether i found it enjoyable or not. Anyways, when it ends i feel both relieved (if the story has a good ending) and sad (because it came to an end).

Just to give out some examples:
Toradora

Spoiler for spoilarz:

It has got a definitive ending, and when it finished, i felt relieved for the protagonists for having gotten together, and at the same time i was a bit sad that it ended so fast)

Zero no Tsukaima

Spoiler for spoilurz:

Same as above: i really liked that world full of adventure and filled with cute girls, and i was happy that there were more seasons of it, and when it ended i was both happy, because it ended like i wanted, and also sad because there wouldn't have been other adventures&romance

Steins;Gate

Spoiler for spoilerz:

This got an ending aswell, and even an OVA that definitely puts an end to the series, and it's even enough satisfying, but for the fans of S;G you'll surely understand that i would want more of this, no matter what, even if it's already ended: i want more of Okabe's bullshit, more Kurise teasing, more time travels... this anime left me craving for more, even tho it had put a definitive ending, more than once

The melancholy of Haruhi Suzumiya

Spoiler for spoilirz:

The anime adaption is finished, but the novel is still ongoing, and since it was the first series i've ever watched and got attached to, i'm still craving for more, even after one year, and watching this series more than twice

PS: By "good ending" i'm not meaning only "happy".