First, I have to point out that Titanic, etc., books that break your heart in the end, are NOT romances, they're love stories.
Love stories end tragically. Romances end happily. The HEA (or happily right NOW) is what defines a romance.
So if you don't like to have your heart broken in the end, stick with romances.
I don't mind a romance that makes me cry on the way to the end. And mostly I prefer books where the characters I've grown attached to are alive at the end.
But I suppose there's something to be said, once in a while, for a book that makes you bawl like a baby at the end. I used to read Robin Hood to my students, and it was always a demonstration in the power of a book, because when I'd get to the part at the end about Robin dying in Little John's arms, I'd be all choked up, and my voice would be breaking, and some of the kids would be tearing over, along with ME, and I'd close the book, and someone would usually say...wow.
There was power in that moment, power the kids could feel.
That said, in general, I prefer my uplifting endings. It's how I'm programed. <G>
Susan G.