I do the same thing, in every single 4x game, besides Civilization 4, well.. There too once you reach the modern-future age and there's nothing left to do than to grind for space parts or chase down individual units on the map.
Meh, i guess i never really like the endgame in ANY strategy game. A bit sad. But i love them up to that point ^_^
Generally my problem is not liking the endgame of RTS games. The reason being that once I have the upper hand on one of my AI opponents, it's all downhill from there. So I designed AI War around combating that sort of issue, making it so that there is actually an epic battle (or more than one) at the end due to AI Progress and the way the home worlds are set up, etc.
But, that's almost counter to your issue of feeling like it gets grindy at the end -- instead of having it get faster and you just roll the enemy and delight in your success, you're playing harder than ever, and I get that that can feel like a grind. It's like Ender staring at that home planet of the buggers wondering what the hell he's going to do. I guess I kind of delight in that sense, and then coming up to some solution to a problem that seems insurmountable -- otherwise, as with SupCom or AOE III or similar for me, those start out great and are fascinating, and then at some point I realize I am going to win and it just kind of fizzles and is inevitable from then on.
It's an interesting problem that can be considered from a couple of different ways, I guess. I'm happy with the way the endgame of AI War turned out, but I recognize the effect that can have on people who prefer a more RTS-style ending. I guess that's another thing that makes AI War more 4Xish.
On the flip side, with the expansion in particular, but even with just vanilla 3.0, I think the stage is set for more different kinds of endings now. The golems make so that you can have truly epic conflicts that end the game far more quickly than you otherwise might. The Artillery Golem is a pretty cruddy golem in general, but at the end of the game it is absolutely a knife to the throat against one of the two AIs. So there can be quicker endings with stuff like that. I imagine that focusing on certain kinds of starships would also really help in 3.0 and up.
Anyway, broadening out the options without making there be one "best path" at the end of the game is something I've been consciously trying to do. I think that at some point, having some AI Modifiers or similar that adjust how the AI is holed up on its planet (or maybe just adding variability on that score in general) might really make the ending more interesting and varied for differing playstyles. Ideas on that are welcome, though I'd suggest using the game mechanics suggestions forum rather than this thread, since I doubt I'll do anything with those immediately. But it is something I've been thinking about, and that I'd like to explore more over the next few months.