Definitely all of the ones mentioned are great examples of episodes with sad moments.
Although these weren't my favorite episodes, they had sad moments:
* "Thine Own Self" -- when Dr. Crusher and Riker visit the village and learn about Jayden's (Data's) death from Gia. You get that sinking feeling for a moment that they'd find the discarded remains of what was once Data, in a state of permanent disrepair. You also learn of Data's self sacrifice, to help those people at all costs... he was willing to die for them. Gia was sad about losing her friend, but I felt she could have shown a little more depth to that.
* "The Outcast" -- when Riker and Worf go to all that trouble to rescue Soren, but it's too late--they've brainwashed her to gender neutrality, essentially corrupting her personality permanently.
* "The Perfect Mate" -- Picard feels that he has found his true love, but he can't help but watch her be betrothed to someone else. The lead up to that, their last moment together... You just feel that dread welling up in Picard.
One of the real saddest ones featured a brilliant performance by Patrick Stewart. In "Sarek", when he basically takes on all of the bottled up emotions of Sarek so that he can conduct the negotiations. Beverly is there with Picard, when he simply can't contain himself any longer. It's hard not to shed a tear on that one.