The last setting are the diamond gates of heaven, where you fight both angels and demon bosses (diablo, imperious, etc). After a long hard battle, the hero will triumph just as Uldyssian did, showing once in for all that the powers of Nephalem aren't to be messed with.
The player will then walk up to the Crystal Arch Tower in the High Heavens where the Spine of Anu is located, and the spirit of Anu, represented as a being light will present the player with three choices.
The player can first choose to destroy both the Angels and Demons, thereby ensuring the survival of Sanctuary forever-- from both being purged by angels or corrupted by demons. This will be known as the red choice.
The player can also choose to unite the Angels and Demons into one form. Thereby making a new generation of Nephalem, and making both the angels and demons like humans. This will be known as the green choice.
Finally, the player can choose to rule over both the Angels and Demons, keeping them in control and in balance. Preserving all three realms : Heaven, Sanctuary, and Hell. This will be known as the blue choice.
Diablo 3 will then have 3 different color-coded endings based on what choice you picked, and then there will be a message at the end of it encouraging you to continue the adventure in harder difficulties, and take advantage of the RMAH if you need some extra advantage on those levels.