(Not a teacher)
I think none of those sentences are correct and, as you said, it is fine without any punctuation.
Perhaps the comma could be used if there was something more to make it seperate, for example, "This is the sentence that struck me most, emotionally that is." or something similar.
This could also be seperate by a semi-colon, or a dash.
Dashes, generally, are used to replace other punctuation marks including commas, semi-colons, colons, and brackets. I would say it can replace these in all instances except commas. Personally, I don't use the dash a lot, as there is usually a more appropriate punctuation mark.
Also, you never end a sentence with two punctuation marks unless it is apostrophe or quotation marks (inverted commas). So, if using the dash in your example was correct (which it isn't), it should be, "This is the sentence that struck me most - emotionally."
As for the 'thanks in advance', thank-you is never a cliché. People might not always mean it, but this is insincerity on the person's intentions, rather than on the phrase itself.