Why do my albums sound better at the end???

Thanks to all for your responses. I have made slight adjustments to tracking force and to the anti skating and this seems to have helped.

possible arm bearing issues?

The obvious difference between the biginning and the end would seem to be the zenith, but you have checked that, so that seems less likely. In fact, you've checked everything.
g m c has a good point, in fact, evan if you have got the anti-skate dead-on, AT the place you set it, the anti-skate is really most reactive in the sense that misalignment would cause tracking error before zenith distortion that you could hear. In other words, practically speaking, ellipticals are much more forgiving with zenith error and VTA, and when they are off, you would tend to lose focus rather than a less "smooth" sound.
ellipticals, good ones, do tend to be reactive to tracking force, subjectively, and too light a tracking force would cause the sound to be, to me, just what you describe. Anti-skate, would cause just exactly the same effect. They are inter-related, , and in my experience, can be quite touchy when I supposedly am SO close to being dialed in. When you are light on your VTF, anti-skate is more critical.
I also find, that evan though I am really near-sighted and have no problem setting up a cartridge with repeated results, that I can almost always do better by ear (although I sometimes get carried away and have to start over). It seems to me you are all aligned with your gauges, so maybe you should try your ears. I would try VTF first, at the beginnig of the record, then fine tune with anti-skate.
If this does not work, get back, I may have another idea.

It is a Wilson Benesch Act 2 table and arm with an Analog cartridge. I set the alignment with the tool that came with the table and compared to a Geodisc, and several 2 point protractors and all seems OK. I used a Stereo Review disc to set antiskating the HFN&RR disc with a voltmeter to set the azimuth a la Michael Fremmer. The speed has been checked with a K&B strobe and the tracking force set with a Winds gauge. It has a nude elliptic stylus. Whatever that means.

I was just thinking that someone may have seen this before and could say something like "oh yeah, that means your cartridge is twisted slightly this way or that" or "that means the antiskate is too high or low". I'll check it all again. All ideas are appreciated.

Herman;
Please tell us what kind of table, what kind of arm, what cartridge, and if you know, what stylas shape/type (elliptacal, line contact, etc.)

Herman, sometimes, if you have a TT that comes without an arm, and an arm was installed on it, the pivot-to-spindle distance is not adjusted correctly. Thus, if you used a single-point cartridge alignment guage, you would not know about this. The result would be cart misalignment in areas other than where the alignment guage was set. The way to do this is to consult the arm manual for the proper spindle-to-pivot distance and check it with a ruler. It doesn't have to be very far off to cause problems. Also, use a 2-point cartridge alignment guage for making the most accurate cartridge alignment. The 2-point guage will also show you if the spindle-to-pivot distance is wrong, because you wouldn't be able to get 2-point alignment if it is off.

If your cartridge is properly aligned, then your anti-skate may be mis-calibrated. Consider getting the HFNRR Test Record. It will walk you through many of these issues with your ears as the arbitror.

My thoughts tend to run in the same direction that SF and Viridian have already voiced.

Out of curiosity though, are you using a record clamp ? What type of platter mat are you using ? Sean
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The speed of your turntable may be off.

It's possible that the tonearm/cartridge is not adjusted probably. It's been awhile since I used a turntable but I am sure someone will come up with the proper adjustment procedure.