Hmmm, this is actually kind of a hard question for me because now that I think about it there aren't many tv series that I've watched all the way through that had a proper series finale.

The only series finale that really stands out to me is Spider-Man: The Animated Series. It's the second half of the Spider Wars story arc, where the main Spider-Man teams up with his counter-parts from alternate universes to defeat a version of himself that is infected by the Carnage symbiote. It's a really sad episode. I cry every time during a particular scene.