Sorry to revive an old thread but I just had to post.
I just beat the game today and damn...that ending...it was so sad. I knew Zack was going to die but that ending just really hit me. Even that last battle with all the Shinra soldiers and watching everyone he met disappear from the DMW was saddening. Then the letters that Aerith sent and the promise he'd never be able to keep with her and then just watching Cloud lug the Buster Sword all the way to Midgar just got to me.
But overall, Crisis Core was a fantastic game. Really makes me want to replay FF7 again. I'm glad I bought a PSP, for this game alone to see Zack's story was worth it.