If movies are fair game then my favorite is easily Shinkai's Garden of Words. Perfect. Well, pretty close. For a 43 minute short film, it sure leaves you feeling like you've been through a hell of a lot that movies twice that long can't. Also the animation, the natural, at times muted soundtrack are just beautiful. I've watched it a handful of times and every time it's like I'm seeing it for the first time again. And that ending song, can't ever get that out of my head.
If you're just asking about series' though, I'd probably have to go with Clannad or Angel Beats. Cross Game is also up there, but I what separates those two Key titles is that they seem to get better whenever I rewatch them. The emotion still hits, sometimes even harder when you know its coming.