When I watched Kanon about 4 years ago I had just come off of AIR, and that was more sadness then my little college freshman brain could handle. Which is why I waited a year later to watch Clannad.
As far as KEY adaptation sadness factor goes, this is my scale:
AIR > Clannad After Story > Kanon > Angel Beats > Clannad
If there were a Little Busters anime it would probably go right before After Story.
That being said, Kanon will always be my favorite of them for various reasons, but the others are totally worth it. Don't watch AIR until you feel fine with having your heart ripped out of your chest though. Worst summer vacation in the history of summer vacations.