I really liked "Return of Queen Chrysalis" because I thought they did an incredible job of handling Chrysalis as a character. That being said, I give the slight edge to "Neigh Anything" because I went into it expecting to not care anything about a Cadance/Shining Armor story, and then spent a month hating the fact that I had to wait for the second part because I absolutely needed to see how it all ended.
I didn't like that one so much. I Celestia's my wifu, and I hated seeing her sad. Also, if their worlds were still connected when Sombra absorbed their darkness, wouldn't that cause the evil Sombra in the real world to turn good?