In terms of CLAMP series, I think X is a strong contender. Afterall the storyline is about the battle for the world, and so the story can be a bit dark, grim, and sad at times...Especially since alot is made of the predestined (sometimes tragic) fates of the characters too.

While the movie was all climax and no story, and the manga is incomplete, the tv series at least is an entire telling of the story (beginning to end). I think the X TV series is probably one of my favorite animated adaptations of any CLAMP Show, followed closesly by the completely different Card Captor Sakura.