That would be the entire finale for me from beginning to end. Luckily I have access to free psychotherapy (Thanks Jas!). 

However, if I had to pick one particular scene, no question it's the scene in the hardware store in "Abandon All Hope." Jo's insides have been shredded by a hell hound and without saying it they know its only a matter of time.  So who's taking this inevitable demise the worst?  Dean.  We see a vulnerable side of him that's we've never witnessed in any other episode.  He's especially ripping our inside to shreds when he talks to Bobby over the radio, the reality hitting him a bit too hard.  Bobby talks him back, but the loss still manages to sting long after Ellen and Jo sacrifice themselves so Sam and Dean can escape and try to kill Lucifer.  His tender kiss and embrace goodbye to Jo positively reduces all of us into puddles of tears.   


It's not just Dean though.  Ellen is distraught yet brave through most of it, but as Jo slips away in her arms just seconds before the hellhounds hit, she rightfully breaks down.  There's no worse experience for a mother than to lose a child, even if it was only for a minute.  What a tragic end for her.  Yep, I'm still weepy.  I'm glad Phil Sgriccia revealed that this scene made Eric Kripke cry.  It feels good to know he suffered with the rest of us.