So hard to pick a favourite! My faves are the Chunin exam, Invasion of Pain, and Kakashi Gaiden.
If I had to pick one... probably Kakashi Gaiden. The last time I cried that hard for an animation was when I was 6 and saw Mufasa die.
My favourite arc is the Sasuke Retrieval arc.. and it IS clearly the best arc ever.. you had some of the Konoha 11 who were involved to rescue Sasuke and I loved that all had one enemy to fight, which were the Sound Four, and then Kimimaro. The best bit was when the Sand Siblings arrived to help them! And then everyone would be so relieved lol XD