I don't see Sampras double faulting or missing his first serves against anybody. Sampras was a stronger believer in his own game than Federer is.
Well.. Sampras serve is better than Fed's - in particular his second serve is way better. Sampras had every reason to believe in his serve more than Fed's. Also, Nadal reads Fed's serve better than anyone else, much in the same way, that Fed reads Roddick's.
I don't think it has to do with belief or mentality. This match Fed did not cave in and kept fighting till the last point -- he came back from 0-40 in the 3rd, faced several more breakpoints, came back from 6-1 in TB to 6-5, and fought till the bitter end. He probably should have broken Nadal but the freakish (lucky ?) lob surprised him.
He had a game plan to attack, and come to the net -- you can argue that he didn't get the balance right. There were times he made nothing approaches and got passed easily - he tried to force things on the FH going for flatter shots in a desperate attempt to hit through the slow court and Nadal, and these found the middle of the net. This is understandable - he does not have Djoker's defensive skills or stamina to outlast Nadal in 30-stroke rallies. I thought that the game plan was spot on, for a change.
From a fan's perspective there is nothing that Fed or his fans should be ashamed off.
At the age of 30, when most would retire, he still has the game to trouble one of the greatest defensive counter-punchers in history - we should just accept that it was not good enough, given the surface and the opponent.
Kudos to Nadal, and hope Fed has the heart and mindset to keep fighting, at least until the Olympics.
