Pfft I never cry for romance xD

As for character depth it depends on the character. If its like Elfen Lied where the body count can be like 30 per episode, well I dont really feel it. Or if I didnt like them, then I just think 'population lowered.' Im horrible xD

Sailor Moon, yeah can see that though I havent seen it all the way through. So no opinion xD

To the Moon was the only thing that I can think of that made me sob. Im sure there are others, but I dont remember them :p oh wait, I think the end of Kenshin/Samurai X did