I believe Clannad was made without any ero content at all. The semi-sequel of sorts, Tomoyo After, however did include such scenes. It was a ending path followup on Tomoyo's route and it includes some sort of unlockable little rpg game to play once you get far enough into the VN. The 360 release of Tomoyo After had the adult scenes removed, obviously.
Which Air? the tv series or movie? Both were somewhat different but the same in the end. I think I preferred the movie simply because the girl's illness was not just a case of the jitters. That and the ending of the tv series just had me scratching my head when the events repeated but without the guy.
Oh, yeah Clannad is a tearjerker, but not until the second season. Not to say there aren't weepy moments before that but the two biggest ones occur in Clannad After Story. The game was relased on 360 but I wouldn't advise going through it without a guide. The stories are massive, with several branching paths and endings. And you can't access the true ending (what After Story is about) without collecting the 'missable' soul sphere thingies from the various ending routes first.