In an overview of three games Richard Woolcock ran recently (in his blog, Zadmar's Savage Stuff), there is a useful hint for anyone running almost any role-playing game (emphasis mine):
Another weakness of my games in the past is that they often felt like they ended abruptly. A friend of mine had a great solution to this when he ran Sundered Skies several years ago, where at the end of the campaign he asked each of us to describe what our characters got up to after the conclusion of the story, and we each had the chance to wrap up our character's storylines. I've attempted to do the same thing since then (although I sometimes forget), but it worked really well in this case, as I always gave the players the "final word" at the end of the adventure, letting them describe the ending.
The player characters are the protagonists of the adventure. It only makes sense to let them describe what they doing at its conclusion. Not only does it give the players a sense of ownership over their own experiences, but it can also lead to a greater feeling of connection with the setting and sow the seeds of future adventures. This is something I will be adopting in my own game-mastering, although I'll probably need to write myself a note and stick it on my GM screen until it becomes a habit.
[This article is cross-posted here in Creative Reckoning.]