I would've liked to actually get to make a choice. I'm really tired of games where your character has to sacrifice himself.
Honestly, if this was Mass Effect, the paragon choice in the conversation wheel right now would be something akin to 'We always have a choice'. I can hear Mark Meer saying the line right now, but maybe I've just been playing too much.
I was actually pretty annoyed by this in the game, you only pretty much have choices in conversations now when you're deciding the fate of an entire species. It fits the grimdark theme, but it was kinda surprising to see.
I've actually liked the first game best out of the three, whatwith them getting darker and darker every game.
Also it was unbelievably distracting to play with a retarded-looking big-eared no-jaw Shepard after I messed up character creation when the game failed to recognize my old character's face.
EDIT: But enough raging; I loved the game up to that point, even with all its darky-darkness. I somehow ended up with a save where Miranda was dead, so I don't know what she'd have done in the game, but everyone else was alive and meeting them again was immensely satisfying, especially rekindling the romance with Jack (and no doubt with other companions as well), though understandably there wasn't THAT much of it, the new characters and crew were interesting (hell, I wish Vega had been introduced earlier), gathering War Assets wasn't as tiresome as I first thought even though it had zero effect on the ending, all-around a great conclusion all the way up to the end.