Right away I think of Rugrats. Not necessarily one of the best. But it's the only one I got interactive with (beyond singing along). When Tommy would squirt his bottle I always tried to dodge it at the last second. xD
I loved one of Mirumo De Pon's endings, but try as I might, I can't find it on Youtube. It's weird o.O;; I know it was one of the very first seasons, but...yeah.