On the top of my head...
Dawson's Creek S3 Finale - True Love: I remember how huge the DJ/PJ debate was back then and how spoilers of all kinds were leaking everywhere. After an amazing PJ build-up in S3, it was just enough to make me cry when PJ sailed off together. Then, we had the whole summer to speculate.
90210 S3 Finale - Commencement Exercises: The gang finally graduates. The last scene was touching and showed us how great their friendships had gotten at that point.
Homefront S2 Finale: Am I the only one here who watched/loved this show? Hee. This was also the series finale. I wanted more but I was content with the fact that Jeff/Ginger finally get married.
FRIENDS S4 Finale: Ross saying Rachel's name? It sounded like heaven to me.