It wasn't earth-shattering for me, or anything like that. I wasn't as emotionally invested in those books as you were. I did get pretty down when I finished the last Harry Potter book. I went to the midnight release at Barnes and Noble in NYC for that one. I think I finished it in about three days.
I was also depressed at the last Batman movie in Nolan's trilogy. Not only was the series ending, but Nolan completely sold out with that third flick. You like those?