Peter learned the high price of being a hero meant that the dangers weren't only to himself, but those closest to him. He grappled mightily with his love for Gwen vs his respect for Captain Stacy, but ultimately he accepted the risks of being a couple because she obviously accepted them as well.
But with Gwen dead (and with her death not being his fault whatsoever), what does Peter need to worry about now? He doesn't seem to be haunted by Captain Stacy anymore, and he isn't in a constant state of worry anymore (since his worst fear was realized, but it was clearly established that none of it is his fault). Peter no longer has anything to feel guilty about with Gwen dead. That's why I think he is better off. Like I said, I highly doubt that was the movie's intention, but the messy storytelling led me to that conclusion. Peter should have never betrayed Captain Stacy's last wish before TASM2 in the first place (that's the messy storytelling I'm talking about). I think the story would have been more tragic, effective, and poignant if Peter and Gwen had not been together as a couple throughout most of the movie: They get together near the end of the film, with Gwen saying that it's her decision to make. Once they're finally together, she dies ... And Peter feels the weight of that (since in the end, he feels that he betrayed Captain Stacy's last wish/warning). I feel that would have at least been much better to watch than this "on again/off again" stuff that I hated.
And the messy storytelling also makes Gwen's death kind of comical to me. She "had" to be there, because only she knew the power grid ... And all she did was push a big red button. It was really sloppy of the movie to do this; the only reason that detail was included is because they needed an excuse for her to be there so she can die ... "Because her dying was in the comic books."
Contrast that to Mary Jane, who finally appeared to have had a cathartic moment about Peter at the end of SM2, which was such an outstanding scene, but she reverted to her myopic nature (she actually got worse) in SM3. I would think Amy Pascal, who had a hand in such a empowering women's movie like A League of Their Own, would have applauded Gwen in TASM 2, who was willing stand by the hero even at the expense of her own physical safety, verses the bratty damsel-in-distress that Mary Jane was in the Raimi trilogy. Honest Trailers hit the nail on the head when they described Mary Jane's treatment of Peter in those movies: "Meet Mary Jane Watson, the love of Peter's life, and the worst girlfriend ever."
This may be an unpopular opinion, but Mary Jane was pretty much the only character I felt sorry for in Spider-Man 3. There's a reason why she "reverted" back to her insecure ways: Peter was simply not listening to her and he was dismissive of her problems. MJ was finally experiencing a dream of hers (being on Broadway), and she ended up failing at it ... And Peter was oblivious to all of it because he was too wrapped up in the glitz and glamor of being Spider-Man. MJ herself said that reviews bothered her because it was like listening to her father yelling terrible things at her ... And Peter was dismissive of it. I'm sorry, but that's gotta hurt. Especially when considering how supportive she was of him at the end of Spider-Man 2, this is how she gets treated in her relationship? Sorry, but team MJ in this case (even though the Honest Trailers and CinemaSins are hilarious. "Starring: Spider-Man Pooping!"

).
Plus, even though he refused to acknowledge her problems, and even though he made every conversation about him, MJ still checked up on Peter after he found out that Flint Marko killed Uncle Ben. Doesn't seem like such a bad girlfriend to me.
I have my big problems with Spider-Man 3, but I really don't think that MJ was one of them. My only issue with her is that she got captured again, when it really wasn't necessary in the third movie.
As for Gwen's death being Peter's fault in the comics, that's a vast oversimplification. Goblin was the catalyst for setting up the entire scenario on the bridge, so he's ultimately to blame. Peter tried to save her, but whether his effort caused more harm (as with the neck snap) or he was a few seconds too late (as with the cracked skull), it comes to the same story point: sometimes the hero's best efforts still come up short and someone close to him/her dies.
I get that it's not directly Peter's fault (I don't want to see Spider-Man pull a gun on Gwen and shoot her, haha). Ultimately, it is the Goblin's fault. However, in TASM2, Gwen's speech pretty much exonerated Peter from any possible guilt. Peter even tried his best to keep Gwen away from the fight. Not even when he caught her with the web was it possibly his fault (unlike in the comics). It played out more like "Well, she was going to die anyway, at least I tried to save her." Sure, the web caught her in time to only make her head hit the ground, but if he had not tried, then Gwen would have splattered onto the ground anyway.