For sheer creativity, it has to be the series 4 arc for me. series 1-3 had gotten us used to simple phrases like 'bad wolf' or 'mr saxon' sprinkled throughout the series, and then a story based on that phrase at the end. Then along comes series 4, and there seems for most of the series to be no clear arc. The bee's disappearing line reoccurring was noticeable,but thing's like an odd planet going missing in random episodes were just woven into plot's rather than made obvious, and a situation had been subtly created wherby the doctor had, without realising, kept bumping into donna and her family multiple times seemingly by chance. Then suddenly the finale comes and it's suddenly - remember some planet's going missing?, remember the bee's disappearing?,remember how the doctor and donna kept meeting? well guess what, it's all part of one multi layered, intricately woven finale. As others have mentioned, having all of the companion's in it, and the addition of harriet jones, and mention of bad wolf, it really does feel like the culmination of everything that came before it.