For I usually end on a dead is dead note, character died, the end. One of the only exemptions to this was when I was play testing my build, The Swordmaster. I went through the entire game without dying and eventually got to the ebony warrior, Skyrim was already safe from all the major threats so I decided it would be my last fight. I did beat him, but then role played that he went back to his wife, kids and lived the rest of his days peacefully in his estate, occasionally taking an apprentice to teach them his techniques.
I've only played three characters and only retired my level 116 Khajiit VrellendAhrkAvark (Affliction and Cure), after transversing all of Skyrim (didn't have any dlc's at that time. He settled down married Lydia but they were tragically killed on a routine dragon hunt.(Turn's out 2 dragons do make a difference, so until the divines deem it fit to resurrect him, their bones lie at Arcwind Point.
My Bosmurd (His level escapes me) is still kicking and adventuring with his wife(Zora fair-child) and partner (Inigo) He recently killed the ebony warrior and Harkon, as well as banishing Alduin and killing Harkon, he slew General Tullius and Legate Rikke.
My Breton (level 39 I believe, he kinda new) joined to Volkhair's and is on the search for the vampiric rings, he is single and may possibly stay that way, otherwise he shall marry Rumerien or Raynes (Both from 3dnpc) He has not yet killed the dawnguard leaders nor found Serena's mother. He has only killed one dragon priest (The one you encounter in the ruin with the fake imperial/stormcloak captain). He has not joined the civil war as he will out last those mortals anyway. He joined to companions when he heard the whispers of Hircine's chosen.
He is still very active.
Your Khajiit's body laying at Arcwind Point totally just made me think of an awesome mod idea:
I wonder if there's a way to make Skyrim like one of those generational rogue-likes where when a character dies, all the quests character "A" has done stay completed when character "B" begins journeying through the world.
Character "B" could even chance upon the weapons and gear on the body of the previous adventurer. Then he dies by falling off the throat of the world because he overshot his whirlwind sprint...and Character "C" finds "B's" body while meandering through the foothills at a later point.
...and thus the hunt for the Dragonborn continues.
This would make for such an awesome series of adventures.
Edit: Imagine the pile of bodies at the feet of the Ebony Warrior...
My builds tend to end after I've obtained all the items necessary for the character to be complete and thus start adventuring. But then I don't want to adventure. Instead, I want to start a new character. My characters lack and real goals and so I hit a wall once I have the character put together properly. I don't know what to do, so I leave them where they are and start something new.
Wow that would be a pretty good mod idea, you get continuity along saves for those who want it, but also a fresh start.
But then if you took too long to start player B then the body could have decomposed, or been robbed by bandits.
As for the bodies by the Ebony Warrior...Ritual Stone is the way to go.
But really my advice is to post this to the mod requests section of the Nexus or the Blog, and if we are lucky it will get picked,
They just go to die quietly in an old save.
All their troubles and adventures are lost Like tears in the rain.
I played an assassin once, wasn't a long build, who's sole purpose was to go through the DB for revenge. The last DB target was responsible for killing her parents. She didn't use the Jarrin root for the questline and kept it with her. When she met her final target, she offed him and then took the Jarrin root herself in a final statement of pain and anguish over the loss of her parents. Dead is dead, was a interesting, intense playthrough, but I ultimately had problems with it as I don't much like dark characters.. One of the few truly dark characters I played. The other being an Altmer mage and a Dunmer thief/assassin who was all about the money. I've played dozens of builds. A bittersweet one was my Dovahkiin Nord. He did everything for his people, only to contract Vampirism while defeating Lord Harkon. The "cure" questline got bugged and he was unable to cure himself. He retired to his villa.
Currently playiing a khajiit goofball in Dwarven armor who's much more fun and engaging. I will "end him" on a happy note.
I stop playing when most of my containers are so full of items they scroll at half the speed they should, my quest log is filled with random shit I found unappealing and never did, and quite unfortunately when I reach that certain goal for the character. Which proves it is in the journey, not the destination. Like I can't wait to get this character in Daedric armor and be able to summon Dremora Lords... Then it happens. Then they're boringly overpowered.
Suppose its high time I gave my response.
For me, it all depends. Sometimes I get bored with a character and just abandon it. Other characters, my good ones, have narratives - I keep them in my head. Even though a playthrough might still have potential to be fun, I'll stop if I feel that a character's narrative has reached some sort of resolution.
I played a Vampire khajiit once, but then I decided to go all vampire lord on every major hold and the build lost its seriousness.
The current goofball khajiit is a Dwemer junky. He collects and hoards Dwemer items. The nice thing is that there are Dwemer ruins in most questlines and the DLCs, so there is no shortage of playtime. He will probably end with a house full of Dwemer crap. It'll be sweet.
I ended my first character after completing the Dawnguard DLC. He has a Estate and was married with two kids. And was also a vampire lord who was the listener. Feeling I was ready to start a new character. I believe he lives in the estate taking care of his kids and wife not revealing his vampirism to them and at night he escapes to feast on the mortal souls of Nirn.
As a console player, I usually end when the game gets too buggy. This takes a fair few hours now thanks to patches, but it still happens eventually. Around this time I usually roleplay him getting married and settling down, or have him go out in a blaze of glory. Difficulty up to Legendary, armor unequipped and swords a'swinging. A good death.