I could always claim my favourite was the last sentence of Excession... not that I have time to type it out, mind you...

The last line of Washington Square's pretty good.

Catherine, meanwhile, in the parlour, picking up her morsel of fancy-work, had seated herself with it again - for life, as it were.

-Henry James, 1880

And if we're allowed lines rather than a single sentence:

You can feel in the surve of the cranium she's female, that shows from the first day. Through all this she has pushed to be here, in his lap, his hands, a real presence hardly weighing anything but alive. Fortune's hostage, heart's desire, a granddaughter. Another nail in the coffin. His.

-John Updike, Rabbit is Rich, 1981

And since we've passed two, I've always loved this:

Well known, alas, is the case of the poor German who was very fond of three and who made each aspect of his life a thing of triads. He went home one evening and drank three cups of tea with three lumps of sugar in each, cut his jugular with a razor three times and scrawled with a dying hand on a picture of his wife good-bye, good-bye, good-bye.

-Flann O'Brien, At Swim-Two-Birds, 1939