The sad ending can make a drama the best drama ever, because it's just the most suitable ending for it.. But sometimes, the sad ending is just stupid and arbitrary that it makes you regret the time you spent watching the drama, because it doesn't make sense or it wasn't necessary at all.. one of those dramas is Cruel City actually, that's why I'm still not getting over this drama as well even after i don't know how many years since i've watched it XD But it's still one of my fav dramas cuz it was amazing until about the last 10 minutes of the last episode xP
The best drama with the saddest ending ever: Queen Seon Deok .. It's on top of my favourite dramas, and i don't think I have to mention 1 Litre No Namida =D
Other dramas that were amazing despite the "not happy" ending :
Hello Monster
Cheese In the Trap
49 Days
God's gift - 14 Days
Nine: 9 times times travel
The Princess' Man
They dont all have sad endings but, rather, the main leads didn't achieve their purpose in the end.. but they're all in my fav drama list!