But seriously: My understanding's always been that "..." is for the middle of a statement, while "...." is when it's at the end (essentially, one of them is the period).
This. The ellipsis, regardless of location, is simply three dots. Other punctuation is added as is appropriate for its place in the sentence. So if the ellipsis comes before a break, ..., or ...; would be appropriate, depending on the type of break. At the end, .... (ellipsis plus period) is appropriate.