Often, they end on a bittersweet note. For example, the town may have finally found peace after Danny's sacrifice, but his friends and family are still mourning his loss. His friends might vow to carry on his mission in his memory, which gives a sense of hope among the sadness.
Some end with a sense of mystery. Maybe Danny's death wasn't as final as it seemed. There could be some strange occurrences that make the other characters suspect that Danny might still be around in some form. This leaves the readers with a feeling of anticipation and speculation about what could happen next.
In many 'Danny Phantom Danny Dies' fanfictions, the end focuses on the growth of the remaining characters. They have to learn to live without Danny, and through their struggles, they become stronger. It could be that Sam becomes more involved in fighting the supernatural in Danny's place, or Tucker uses his technological skills to create something that would have helped Danny if it had been made earlier. So the end is about moving forward while still cherishing Danny's memory.