Oh man! I've seen the boxset like 3 or 4 times. I really like the anime. What can I say.
I think the part that made me cry the most was when Lucy was younger and her evil side was pretty much telling her how alone she was and how no one liked her. Oh! And I cried when she became friends with Kouta. It was soooo cute. I can't forget when they killed the dog, but I don't like to talk about that... so yea. =/