Heh, sanity. Problem is that isn't a measure of your success or failure either, and it implies only two kinds of choices throughout the game...if there were such choices and I played the game, I would probably choose insanity every time since it's just more interesting. Instead, I think you should have it set up with three or six axis: sanity↔insanity, moral↔immoral, balanced↔unbalanced (you can be insane and balanced[otherwise know as "at one with yourself"], and you can be sane and imbalanced [people wont think to lock you up anywhere, but you'll be discontent and miserable most of the time, regardless of circumstances]), reckless↔stagnant (the ideal here would be in the middle, but most Heroes are on the reckless side), and change↔solidity (also best at middle ground, this would less be "how much have you changed" and more "will you live the rest your life ever changing or will you live it one certain way?"). You could also use the Brigg's-Meyer's personality test throughout the game. That actually makes sense.
Five axis would mean 243 major possibilities for the person's personality, which sadly, sounds outside of your manpower or time to write. Would be correspondingly awesome though, and if you didn't do it in a lazy fashion you could safely advertise that many endings, and what would have been a 4-7 hour game would be a 120-160 hour game (for completionists, anyway).
I have a feeling that the ending (wake up) for insane, immoral, unbalanced, reckless, and solid would be one of the most popular to unlock. As would the winning combination of insane, moral, balanced, slightly reckless (middle of axis), and slightly changing (ditto).