I'd change the ending of Gantz. I didn't like that everyone died except for Kei and that he was the only one to really survive the Gantz. You also don't ever learn who the hell Gantz is or what it is that makes you go to that room once you're dead.
Tactics- WTH were they thinking, ending the anime with Suzu, the little spoiled brat of their group, dying? She was just an anime-only character anyway, so I bet nobody really cares about her (I know I don't).
Monster- We never got to know Johan's real name, or what happened to him afterwards.
Cowboy Bebop- They shouldn't have split up, and, in my opinion, Spike shouldn't have died crying
Inuyasha- Kagome should have just stayed in her own freaking time and left Inuyasha alone. At least the poor guy wouldn't be stuck with Kagome, of all people. Yuck xp *pukes*
Samurai Champloo- Why did they have to go their separate ways, and not long after they called each other friends? It's not fair. I would have had them continue journeying together.