I just a couple days ago finished Clannad ~After Story~ (second season of Clannad) .... this show... I don't even know how to describe. It is the single most emotional show I have ever seen. I don't even know how to describe what I was feeling after this show, and during the second half of the entire season really. I know that nothing will probably even come close to Clannad AS, but a couple others that were very emotion fueled were Angel Beats, and Steins Gate at some points, and even Madoka Magica. What else do you guys think successfully conveys these types of emotions?
EDIT: Guys please, if you're going to post blatant spoilers, GIVE A SPOILER TAG! Don't need to ruin any great shows for others who may stumble in here.