It's very difficult for me to pick, really... Probably the Buu saga or Frieza saga.
Buu saga, because of Vegeta's sacrifice, and Vegetto.
Frieza saga, since that's where we first witness the super saiyan in action, and we learn more of Vegeta's history... Although I found it very retarded that the planet lasted for several hours, as opposed to Frieza's alleged 5 minute countdown.
But most definately NOT the Cell Games... too long.. everybody said the same damn things hundreds of times. Got very boring torewards the end. I though Gohan would NEVER go SSJ2 (I pretty much knew the entire series before I even saw the android saga from gathering information from various sources...).
BTW, you forgot the Garlic Jr. Saga... It sucked, but it's still a saga.