Heroes comes in second, but really only because it was way too short. Annie and Oakley were cool, it was nice to see Espeon in a movie, and the Ash+Latias shippiness was fun even though I don't support it.
4Ever, on the other hand.....YEEEEE-UCK. So some TR goon is chasing Celebi with freakish evil technology, captures it and turns it evil, kills it, nearly captures it again, and somehow Prof. Oak and Suicune are involved. The Celebi death scene was more painful than a bed of nails.
Lucario and the Mystery of Mew showed how to do a death scene right, Misty or no Misty.