Sam chose the fate that he most wanted for himself, and I don't think that qualifies as an unhappy ending. How many people get to do that? Is what we want for him supposed to trump what he wants for himself?
That's how I read into the ending of the series, from what I recall of it "God" tells Sam that he's controlling his leaping and choosing what/where/when he wants to go. That "Sam Becket never lept home" was because of SAM's choice at least on some level (consciously or not) and what he wanted to do.
The dynamic between Sam and Al is what really makes the show Scott Bakula and Dean Stockwell really play off one another very, very well. You also have to love the "futuristic" outfits Al wears.
It's also interesting to note that Sam was changing history into "our" history from "his." We know this from the episode where he was sent back to save Jackie O, who originally died along with Kennedy in Sam's timeline.
Again, good show, though the one aspect I never thought made sense was Sam leaping back physically and the "aura" of the leapee being a "disguise" for him. I never understood how this made Sam able to fit into the clothes of women, teenagers, chimps and just in general people of different sizes than him. When he's these other people how to maintain their hair and look well and how when there's physical interaction between Sam and someone native to the time-period they don't notice their loved one/acquaintance feels different. The idea brings up too many problems.
There's also an "unsettling" (for me) scene in early Season 2 where Sam is leapt into a teenager and the leap ends when he kisses a potential romantic interest for his host. The kiss goes on a bit long and... is awkward for an adult man and a (presumably) teenage girl.