Fade outs at the end of songs. I know everyone does it (even Rush), but to me it always feels like the writer just ran out of steam and could think of a good ending.

Not usually.

I agree that sometimes a song fade out is done because the artist couldn't write an ending. But more often, the artist fades it out because they deliberately WANTED it to fade out. There is a certain kind of "feel" that you get with a fade out that is usually exactly what the artist was going for.

To use the Rush example, they often write a song with the full intent of fading it out. They've already decided that the song needs the fade out as a proper ending. But as they're recording the ending bars to cover the fade, their playing gets better because they're less stressed about the rolling tapes. So they decide to leave all the good stuff in there, all the way up to the ending, but they still wanted the fade (because they want the end of the song to feel a certain way) so they still do the fade, too. The fade on a Rush song sometimes lasts all the way to the point where they stop playing. If you turn up the volume on some of their fade outs, you'll actually hear them end the song. Examples are "Between the Wheels" from Grace Under Pressure, "Grand Designs" from Power Windows, and "Mystic Rhythms" from Power Windows.

Also remember that most artists (Rush included) need to write "endings" to songs that fade anyway, because they don't usually do fades in a live performance. So most of the time, even a song that fades has a written ending, even if only to cover the live concerts.