How much of the appendices should be included?

Well?

It provides a lot of interesting information about what happened before and after the main story, but I don't think the audience would care to see it all on screen, nor should it be. I think that what could be done is have those little epilogues like many movies do, where the future of the characters is shown in text. So Sam could stay behind for the first ship but then they could say what happens to him, and that he finally sails away, and then they could write a sentence or two about each character that says behind.

The story of Aragorn and Arwen can't really be put onscreen.