Definitely Little Busters! if you haven't already, or if you like Tomoyo, give Tomoyo After a try.
They're not as sad, but these 2 have the best after stories surpassing that of Clannad. And yes, Clannad's VN is sadder than its anime in every way.
Little Busters! I found the visual novel of Little Busters so much better than the VN for Clannad. Narcissu is also pretty sad as well as the endings to a few of the more well known Vns