Hi, I normally use Karsten Mueller's instructional 4-DVD set on the endgame, but I also turn to Irving Chernev's book on Capablanca's endings. Here is the book : http://www.chess.com/eq/chess+books/capablancas-best-chess-endings
Although not an instructional book per se, it contains many beautifully played endgames from which we might learn something. While Mueller's work means work and some head-scratching, Chernev's book brings sheer joy at seeing the practical work of Capablanca. I read it for pleasure.
I like Pal Benkos Chess Endgame Lessons.
One reason that games do end up in an endgame is that one of the players realizes they can force a winning end game. For example, in the opening or middle game you manage to give your opponent a pawn structure that will be easily attacked in an endgame (doubled pawns, isolated pawns, etc.). Instead of trying to checkmate, you try to trade as many pieces as you can and win the endgame.
So if you think "I don't need to know endgames because my games don't get to the endgame," you may be wrong! It may be that once you learn to play the endgame, you will be able to recognize in the middlegame that you can guide the game to a winning endgame instead of having to try to checkmate your opponent in the middle game.
"I can't tell you how much I have learned from this book and I am only through the 1400-1600 chapter. Unfortunately, I have not been able to put any of my knowledge to use. My games seem to be won or lost before they are down to just a king and a few pawns."
Almost all my games are decided before it's down to a pawn endgame. Soltis advises never to trade down into a pawn endgame unless you're willing to bet your firstborn child on the result. I think his perspective is a bit extreme for non-masters, but there's definitely some logic behind it. But rook vs rook, bishop vs bishop, knight vs knight, bishop vs knight, rook vs bishop, rook vs knight, and queen vs queen endgames constantly threaten to reduce down into pawn endgames. So many pawn endgames are only played out in our minds.
If your games are rarely reaching any endgame, maybe you have not learned to apply the strategy of trading down when you have a material advantage. If you do that then you should reach endgames fairly often. About 33% of my blitz games and 66% of my slow games reach an endgame with some interesting play left in it. The prepared and alert do well.
Knowing endgames also tells you when you have a big enough lead to trade down. Sometimes a pawn weakness is enough. Sometimes 2 extra pawns aren't enough.
