Lily's good ending is taking her medicine and becoming sane. It's bittersweet because she forgets her grandchildren, but it's probably for the best that she forgets them; they're part of her past after all. Part of the theme of the game is leaving the past behind, Lily does, and hopefully her future will be happier.
Veronica and Arcade are the real "no happy ending" companions, because they're idealists, and another theme of the game is that idealism never really survives reality. They're not all bad endings, they're just not happy.
To balance it, some of the companions have nothing but good endings, as long as you do their quests. Raul either retires peacefully or becomes a badass vaquero warrior, Rex adapts nicely to his new brain, Ed-E's a robot so it doesn't really mind anything...
Boone has a nice mix, his endings are sad, unpleasant, optimistic, some are also terrifyingly badass. I almost want to get the Legion ending purely so he can spit in the Legate's face.