I think it's funny that people assume that fairy tales = happily ever after. If they actually read some of the tales in their original form, they might have a slightly different perspective.
The Little Mermaid was much more tragic before the addition of the singing crab.
Actually, pretty much every Disney story has a more tragic origin.
For interesting reading, try Gregory McGuire, the author of Wicked. He takes fairy tales and revamps them and tells them from different perspectives. I really liked Confessions of an Ugly Stepsister.
That's a bit more modern--no need to jump that far ahead. People just need to go backwards to the fairy tale's origins before they were cleaned up. If you try the Grim's Grimmest, you'll get a good idea of what fairy tales were really like...including decapitations, eating children, hangings...all kinds of fun little details.
Of course, even the Grimm brothers made changes--changing mothers to step-mothers to "preserve the sanctity of motherhood". Many of those evil stepmother stories, were originally about mothers. Charles Perrault is possibly the most famous "cleaner-upper" of fairy tales. His version of Cinderella is the one most closely linked to the Disney story
Fairy tales for the most part are pretty ghastly. And depending on which country of origin, incredibly violent. I believe the Italian version of sleeping beauty involves rape...
If you know the history and the origins of fairy tales, you wouldn't be too happy to live in one ;-)