It's fairly clear when the opening turns into the middlegame, but when does the middlegame turn into an endgame? When the queens come off the board?

Check out this thread:

http://www.chess.com/forum/view/endgames/start-of-the-endgame

I think the end game starts when you can safely bring your king into action.

   There are many endgames you can play:

    knight endames

 queen endames

   bishop endames

pawn endames

   etc.

   I think the most common endgame is the rook endgame. 

 Sorry, I fixed the link, it works now.