Bad endings only feel justified in the eyes of the reader if there was absolutely no way they could have been averted.
A Diablous Ex Machina is just as bad as Deus Ex Machina, the reader has to feel that the ending was reached logically. Even twist endings are hinted at (usually through subtext and hints) before they rear their heads. Make it a bittersweet ending. Give them some victory that tells the reader "they can rebuild", even if that victory is small and symbollic like a character giving birth to their fist child or something.
If you stomp them into the dirt too hard, people will think it's not a series unless you plaster "FIRST IN THE [title] SERIES!" because the ending will seem so final.
EDIT: I just realized your the same OP from the expy thread. Hello again.
edited 27th Feb '13 12:34:59 PM by SalmonPunch