this example illustrates what i meant by "cloning" the amsthm proof environment.
it retains the ability to use \qedhere to "move the end-symbol up" when the environment ends with a list or display math.
\documentclass{article}
\usepackage{amsthm}
\makeatletter
\providecommand{\examplesymbol}{\ensuremath\clubsuit}
\newenvironment{example}[1][\examplename]{\par
\pushQED{\qed}%
\normalfont \topsep6\p@\@plus6\p@\relax
\begingroup
\let\qedsymbol\examplesymbol
\trivlist
\item[\hskip\labelsep
\itshape
#1\@addpunct{.}]\ignorespaces
}{%
\popQED\endtrivlist\@endpefalse
\endgroup
}
\providecommand{\examplename}{Example}
\makeatother
\begin{document}
\begin{proof}
This is a proof.
\end{proof}
\begin{example}
This is an example. It looks like a proof.
\end{example}
\begin{example}
This example ends with a list.
\begin{itemize}
\item item 1;
\item item 2. \qedhere
\end{itemize}
\end{example}
\begin{example}
This example ends with display math.
\[
x + y = z
\qedhere
\]
\end{example}
\begin{proof}
Another proof
\end{proof}
\end{document}

there are other ways to do this, but they are manual. one such uses the "optional header" feature of the proof environment, and resets the end-symbol just before it is used.
\begin{proof}[Example]
[...]
\let\qedsymbol\examplesymbol
\end{proof}
if \qedhere is needed, precede it directly by the \let\qedsymbol substitution.
proofenvironment, or you might get some help from this answer: Indicator at end of theorem. – barbara beeton Dec 02 '13 at 17:55ntheoremandthmtoolspackages can help a lot. They are a lot more flexible thanamsthm. Could you indicate whether it is an option for you to use another package, instead ofamsthm? – jmc Dec 02 '13 at 18:27