I don't think you're an ugly burden. (Yeah, I know you didn't say that so people would come along and say it isn't true, but still, I don't.)

As for Mary... I personally don't tend to think she literally wanted James to kill her. But considering the (final) letter I do think it was his guilt that sent him to Silent Hill, one way or the other, and depending on how much of the In Water ending was in his own head I think she forgave him.