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I liked the ending, but wish the author would have gone into more detail about what happened!

I loved the book... but the ending left me speechless... and im still abit confused what happens to the prince of mist does he disappear?

I think that even though the books are part of a trilogy, there isn't a great connection between the different stories. I've read El Principe de la Niebla and I really liked it, especially the end because it was somewhat unexpected and it left me with that feeling that not everything has to end well - bad things happen and consequences have to be dealt with.
I have the second book on my bookshelf right now and I'm going to try to read it as soon as possible

Not many people know that this is actually the first part in what is known as the Mist Trilogy (trilogía de la Niebla in spanish), so it's possible that there are some clues hidden in the other books. However, the other books are not direct sequels of the original story.
I just started reading the second one (The Midnight Palace) which takes place in India, and at least from what I've read so far, it has no obvious connection to the first book. I guess I could go to wikipedia and find out, but I don't want the story spoiled for me since I'm planning to read all of them.

The end is really sad. Poor Roland :(

The book is in general well written and interesting, but the ending doesn't seem to follow naturally and personally I wasn't impressed.

I really enjoyed the prince of mist but some bits didn't really make sense

I think the book is beautifully written and gives the reader a flavour of Zafon's later adult fiction. I agree that the ending appears to be in a different style to the rest of the book, but I didn't mind this contrast - maybe Zafon wrote it like this to appeal to a younger audience ? It's more visual and film-like than the previous parts of the book.