I've seen a lot of opinions thrown around this thread and thought I'd add my 2 cents.
Firstly, a lot of people seem to be complaining about how out of character some characters were acting, to which I must say; what do you expect? By the time of the third book most of the characters are breaking down. They're just children thrust into the forefront of a war, people who are desperate do desperate things to stay alive and many of the characters are forced to abandon their morals and themselves in order to survive.
Secondly, a lot of people seem to be upset by the sudden deaths of well loved characters. Guess what? This is war; in war people die. War doesn't care how much you love someone or how attached you are to their character. Important characters die and the people remaining are forced to carry on, not every character can have a beautiful death like Rue did, especially in the middle of a battle. SC was trying to make you feel the desperation, she wanted to have some of your favorite characters suddenly ripped from life's teeth to the point where you'd wonder "wait did that just happen?". She wanted to convey that war is brutal, chaotic and that people you love aren't immune to bullet fire just because you love them.
Thirdly, a lot of people seem to dislike the ending for two reasons; the reasons being Gale's sudden departure and the lack of information about other characters and what happened to them.
If you honestly didn't see that Gale was going to leave sometime a long the course of the book you're kinda blind. The whole book subtly built up to it. The fact that it was Gale's technique that was used to kill Prim spelled the end of their relationship. By the end of the book Katniss is a mess and Gale can't do anything but make it worse. He's too full o hate and chaos and she's had more than her fill of it, she even states in the last page that "What I need to survive is not Gale's fire, kindled with rage and hatred. I have plenty of fire myself. What I need is a dandelion in the spring. The bright yellow that means rebirth instead of destruction. The promise that life can go on, no matter how bad our losses.That it can be good again. And only peeta can give me that." Gale knows this, that's why he left. He can do nothing but make Katniss life worse.
As for the second bit about not knowing what happens to some characters I have to ask what you're talking about? We learn that Katniss and Peeta get married, the capitol is under new rule by Paylor and Plutarch, Annie has Finnicks Baby. Haymitch returns to live at district Twelve where he continues to drink and raises Geese. Gale goes to district 2, Madge and her family are confirmed dead and Katniss mother creates a hospital in the capitol. The only people we are uncertain about is Effie and the prep team, They may have been executed (unlikely) or are simply trying to create new lives in the capitol.
And lastly, about the sad ending; how could it not have been sad? This isn't Twilight were love can overcome any torment or obstacle. The reality is that any person who survives what Katniss has would be irrevocably changed. It will haunt her and the survivors for the rest of their lives. It's realistic. I would have considered it horrible writing if Katniss just got over it and was laughing like a clown a few weeks later. I thought it was very appropriate that even years down the line when she has kids that although she finds joy in life she is still haunted and will be forever.
I thought Mockingjay was a beautiful realistic way to end the trilogy because of how real it is. In war nobody ever comes out as the winner, their can be no perfect happy ending when a person like Katniss has experienced what she has experienced.