To start of, spoilers, run away from the forums, the trailers, the internet if you haven't finished that game yet. Best thing I did for ME3 was a complete media black out so STAY AWAY.
For the others interested in what exactly happens at the end of Mass Effect 3 here's a complete analysis (warning, it's even bleaker than you though it was):
From the point were Shepard gets hit by the reaper laser (possible dream state after that, unlikely but possible):
The 2 squadmates you chose for the mission retreat by shuttle to the Normandy and leave Shepard to die (that part is non-sense on 10 billion different levels but it's the only really contrived part of the ending).
Shepard makes it up the beam. Dialog boss fight with the illusive man (kind of clever for a final showdown, no gunplay, just dialogue wheels). Final moments with Anderson. Second black out (possible dream state after that, unlikely)
You meet with either god, a ancient VI or AI from a long gone civilization, the last of a race of AIs or a child made out of stars, I don't know. The important thing is, you make a decision about the future of the galaxy. In the end that choice is less meaningful than it seems and here's why:
In all 3 endings the relays are destroyed after the ''choice shockwave''(controlling the reapers, destroying them or synthesis). From the explosion that the Normandy tries to outrun at the end (coming from either the sol relay or the citadel not the choice shockwave which is harmless to them) we can safely assume that the entire fleet, reapers, allies and solar system are vaporized in a split second.
Proof: we can determine that the explosion traveled several light years chasing the Normandy (the closest system is light years away and the Normandy clearly crash-lands in another system). With simple math, since the energy dissipates really fast with a spherical blast and it still powerful enough to critically damage the Normandy light years away from the origin, all matter close to this origin point is likely turned into a goo of plasma.
That means your friend who didn't make it to the Normandy, the entire allied fleet and earth you spent an entire game trying to save are no more after the end of ME3 (bummer huh?)
Furthermore, depending on the size of the explosion from the relays we can assume that the state of other systems in the galaxy isn't that much different.
There is another explanation of course but it doesn't make sense. We could assume that Joker fled to the Sol relay for no apparent reason and that the Normandy is tying to outrun a Mass Relay directional blast after the relay explosion. Pretty stupid but could be true.
So anyway, the superior capabilities of Joker and speed of the Normandy are almost enough to escape the blast.
Your crew crash-lands on a mysterious new planet.
Fast forward at least 30 years, the crew (com officers, privates, squadmates) have rebuilt a new society on this new planet (the same planet the crew crash lands on, same sky). The story of how shepard saved the human race is now legend. The End...
So yeah, even if it's on of the most depressing ending to any fiction I have ever seen, it's still not that bad. Sure, after that one, no mass effect ever again but aside from that and the stupid retreating squadmates (see beginning of post) I'd say it's a good ending to an epic saga.
EDIT:
After reviewing comments and theories from you guys I can see 3 possible ways to explain the Normandy bit. For the part where squadmates retreat to the ship @huntersq theorized ''From all that, it is understandable that Shepard's squad retreated back to the Normandy. They are being overwhelmed on Earth, Shepard is already in the Citadel, Teleport beam no longer working (again, speculation).''
For the Normandy:
1- The rest of the ending after one of the 2 black outs is all a dream and it's going to be retcon with DLC (keep dreaming, no pun intended)
Pros: some people will stop bitching?
Cons: It was all a dream! would be the laziest and shitiest way to end Shepard's journey. Also, the epilogue and ending cinematic would be there for no reason.
2- The mass relays explosions destroys most of sentient life in the galaxy (see explanation up there ^)
Pros: No contrived explanation for why the Normandy is running from an explosion
Cons: It doesn't fit tonally with the rest of the ending (marines cheering on earth). Also, EVERYONE IS DEAD.
3-Joker took the Normandy to the Sol relay (that part is not shown in the ending cinematic) before the relay explodes and the relay explosion. With that theory the realay explosion is directional blast that travels between relays destroying them but leaving the systems intact. The ''mass tunnel'' collapses mid flight and the Normandy is left stranded in a unknown system.
Pros: Everyone is not dead.
Cons: you have to come up with a pretty contrived explanation for why joker took the relay, leaving Shepard behind. Normandy leaving the system isn't shown in the ending cinematic.
So, which one do you prefer. Every one of these theories has flaws but there is no other explanation... at least that I could come up with.
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