I don't know about you, but I get a feeling of accomplishment when I finish a book. I know it kinda sounds silly. Seeing as I Had no part in writing the book.
It's like when you finish one of those gargantuan meals at restaurant – you know, like the hamburger the size of your head that you get for free if you eat it in one sitting. You didn't make the thing, of course, but you're pretty proud it's all in your belly now.
I don't think this analogy really applies outside of novel the size of Brandon's, though. Heh.
@Inkthinker: I think bittersweet is perfect. As much as you want closure, it's always a bit sad to know the story is never going to change, now. I think it's especially powerfull for fantasy readers, because we spend the space between books in a series imagining and fantasizing about how it's all going to happen – how plots will be resolved, how your favorite character will finally land his or her love interest or defeat the dark lord. Once you've read the real story, you realize all your little tales don't mean anything;
this is how it happened.