I too love happy endings.
However, there are a few stories that do not have happy endings that I do still enjoy and feel that it was worth while reading. But, they must leave you with at least a sense of hope.
I use to be an avid fan of Stephen King until I read "it" that was the last book of his I read until he did his book "On Writing" which I have in both hard copy and audio. By reading that book I came to understand why I became so down on his books. He clearly states in that he writes purley for the horror, that is what he enjoies. I did read "Dreamcacthers" when it came out and was very relived that there was that "sense of hope" in it.
One more example of a book that has a bad ending, but yet it still has a "sense of hope" would be "Pay it Forward". I absolutely hated the ending. Will I read it again? Oh yes, I will.