No Regrets, a one-shot set at the end of FF X-2, where Lulu learns that Auron's ghost is still in the world somewhere. It makes me sniffle every time I read it!
Also, in compiling my AuronLu shrine's fanfic directory, Grieve by lynnxlady on ff.net is the best of the Aulu pieces I've found on fanfiction.net so far, with Stars Over Zanarkand a close second. Both have a similar plot arc, but Grieve has some great Lulu-style zingers and Auron-style one-liners that are spot-on.