Arwen's ending is quite lonely and sad...
Quote:
There at last when the mallorn-leaves were falling, but spring had not yet come, she laid herself to rest upon Cerin Amroth; and there is her green grave, until the world is changed, and all the days of her life are utterly forgotten by men that come after, and elanor and niphredil bloom no more east of the Sea.
Appendix A LotR
I feel that Tolkien was illustrating what a great sacrifice she made in staying and the cost to herself of loving Aragorn and following her heart.
I don't know how Gimli and Legolas went to Undying Lands but again in Appendix A it says:
Quote:
But when King Elessar gave up his life Legolas followed at last the desire of his heard and sailed over Sea...
But it is said that Gimli went also out of desire to see again the beauty of Galadriel; and it may be that she, being mighty among the Eldar, obtained this grace for him.
Cathol-linn wrote a story about Legolas and Gimli and how they left Middle-earth. Find it here
Tell This Mortal
It is a beautiful story and a wonderful interpretation of Legolas and Gimli's leaving Middle-earth.