Series finale:
Babylon 5: Sleeping in Light. This one was sad and beautiful and it made the series feel truly complete. It was absolutely the right way to go. I could go on, but really, you need to watch the whole series and then watch this one.
Runners-up would be TNG's All Good Things..., definitely the best Trek finale, and Blackadder's Goodbyeee...
Season finale:
Babylon 5: Chrysalis. Not necessarily better than The Fall of Night or Z'ha'dum (which are also among my favourites, but I won't harp on about this show), but it was the moment where B5 became a truly great show and for me it was a big moment.
Deep Space Nine: Call To Arms. The start of the Dominion War may well be its best moment (though Tacking into the Wind gives stiff competition) and overall this may be the boldest plot development DS9 ever did. They're off the station now, ladies and gentlemen!
Voyager: Equinox, Part I. I'm not a big Voyager fan, so I was shocked by how good this episode was.