It wasn't an alternate ending. It was in the first season, Vince Gilligan thought of killing Jesse at the end of that to give Walt a motivation in the second season. He claims after watching Aaron Paul play Jesse after the first couple of episodes, he scrapped the idea and realizes in hindsight that offing Jesse would have been a horrible idea.
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"I'm a minor character in my own story", Steve Coogan as Tony Wilson in 24 Hour Party People