I'm surprised that no one has mentioned "The Indoctrination Theory" that's going around.
The theory is, basically, that the conversations occurring within the Citadel are not really happening with Anderson and the Illusive Man, but within Shepard's own mind as he tries to resist indoctrination. Here's a link that explains the idea far better than I can: http://www.youtube.com/watch?v=Tbghjn7_Byc
There's a lot going for this theory, and it's probably just people grasping at straws to make something meaningful out of the ending. Although I do agree that there are a lot of things that don't make sense: After the Reaper's laser takes you out, the radio chatter makes it pretty clear that the whole force was wiped out, whoever was observing it didn't notice both Shepard and Anderson getting up and heading into the beam? Not to mention the Reaper that was there--getting onto the Citadel is the galaxy's only hope of stopping the Reapers, why would it just kill the one attack force and then stop watching? And then there's your team: Tali and Garrus were in London with me, why did the ending show them aboard the Normandy? And why was the Normandy fleeing through a relay anyway? Joker wouldn't just abandon the final climactic battle that was going to determine whether or not life continued.
There's definitely either something more going on here. Unfortunately it's probably going to be revealed via a $9.99 DLC.