I loved Return to Krondor, The gameplay, the story, everything, except the way it ended. Left it wide open. Did they make another game? Or what about a book, or book series, Do they use the same characters, follow the same plot as the game? Anybody know?

I don't know how the game ends, but it is based on Feist's book "Krondor: Tear of the Gods". (Spoilers ahead for those who haven't read the book or played the game) I've read that, and if you mean that the game also ends with Sidi promising to recover the amulet and go on with his plan, then it's left that vague because there were supposed to be two more "Krondor" books which Feist couldn't yet write (I recall due to copyright battles with Sierra/Activision).

Actually you have that backwards. The book was, in fact, based on the game. The story of both games was written by people working on the games and then written into the book cannon in novel form much later.

Yes... I meant to write it like that, but wasn't paying much attention, so messed it up. Thanks for pointing that out.
Anyway, from what I've read, "Tear of the Gods" is much more strictly tied to "Return to Krondor" than "Krondor: The Betrayal" is to "Betrayal at Krondor", so I guess it has the same ending as Tear of the Gods.