DAMN, 1984 had a depressing ending. But I've heard 451 is better in that regard, at least. Wish me luck!
Once I'm done with 451, I plan to read Brave New World to finish the "Old Dystopia" trilogy.
In that case, you'll want to read We by Yevgeny Zamyatin. It's the book that directly inspired both 1984 and Brave New World, and is better written than either of them.
I still haven't finished my copy of We, but I hope to one day. Whenever my friends knock the Terry Gilliam movie Brazil for too much resembling 1984, I like to point out that Orwell admitted to lifting the plot to 1984 from We. And Zamytin actually lived under the Soviets, so he actually knew what he was talking about.
You can also read The Handmaide's Tale by Margaret Atwood. That's a thoroughly bleak and depressing novel. Also, check out Philip K. Dick's alternate universe novel The Man in the Highcastle.