Oh God S2 and S3 finales had me bawling too but four was okay - I was a little like *gasp!* but that's it. I think though maybe this one hit me so hard because it was the first year I was a true fan of the show and it was my first actual finale being so. Then again, to me it was heartbreaking - I think the most heartwrenching scene was when Lucifer!Sam was beating Dean to all hell and the montage clips.
Either way I'm really excited to see S6 now. :D