Hmm. I'd say I like every episode when Yue appears, especially the one where Sakura travels back in time. Poor Yue being all upset... Being a hardcore Touya/Yukito fan, I love the 'Yukito's fading powers' episode, because, well, it contains THE scene.
I also like every episode where Tomoyo, instead of just obsessing over our cardcaptor, gives some serious hints about her feelings. For example, the scene where she tells an oblivious Sakura that she loves her, and another one closer to the ending, where she encourages Li to confess to Sakura. She then looks down on her reflection in her tea cup and quietly states that "some feelings should better not be spoken aloud...". Those are moments where I am reminded that CCS is not just some cutesy girl-meet-boy serie, but can actually be somewhat deep.
However, my most favourite episode, hands down, is The Final Judgement. Ah, I love it, I love it, I love it!