Frieza Saga. The storyline as a whole was well coordinated and intertwined, and allowed Saiyan lore to come full circle.
Even so, I'm fine with how things turned out overall. I think that some thematically interesting ideas can be plucked from each later arc as well. For instance, the theme of "passing the torch" was done from two different perspectives; one that worked out (Cell Saga) and one that didn't (Buu Saga). Say what you want about the execution in either case, but either way, it's at least done a good job of generating discussion over the years.