For me, it's Order 66 as well. It gives me goosebumps every time: the ominous music with the sound of determination, Anakin's grim facial expression and his unhesitating way of marching into the Jedi temple and taking one life after the other.
The only scene from any SW-movie ever that actually made me cry was the one where Ki-Adi-Mundi dies (with the following scenes): the Jedi's confused (and sometimes scared) facial expressions, the clones not hesitating to shoot them down, Yoda's heartbroken reaction to the turmoil he feels through the Force. It's almost like you can feel death's presence in this scene.
And by the way, the first time I watched ROTS, I hadn't watched any of the CW-episodes (probably didn't even know about this show at that time) and I cried nonetheless. I find this scene incredibly sad without any supplementary material.
The other moments are all heartbreaking as well, especially the final moments where Obi-Wan finally defeats Anakin/Vader, in my opinion. However, I'd rank them below Order 66