"I learned to practice smiling when I'm feeling sad."

I wanted to add "That laughing scene," because it is memorable. But more than the scene itself, I remember Yuna's line that started it. It's within the first few hours of the game and we already know Spira's not exactly the happiest place and summoners are just about the only thing of real happiness. And I think that line sets the tone of the whole game. Everything looks fine and happy on the outside, but inside not-so-much. And to hammer that line home, just a few minutes later at Rin's Agency, You the player see Yuna crying, but wipes it away and smiles at Tidus. And speaking of Tidus and Yuna...

And I've been telling Yuna... Let's go to Zanarkand together! Let's beat Sin! I told her all the things we could... we could... And all along, the whole time, I didn't know anything! But Yuna, she'd... just smile.

The moment Tidus and the player finds out what "The End" is. That Yuna's going to die. I could say the whole Home Arc was memorable. I mean at the end of the last arc, you killed Seymore and then Sin showed up and you wake up in a desert with no one around. You slowly get everyone back, but Yuna. You find Home under attack and the annoying chatter aside, it was an intense dungeon.

"It's the right thing to do."

It's a small one, but again outside Rin's Agency you find out about the Chocobo Eater and Tidus as the bright idea to kill and offers that as his reasoning and Auron responds "Jecht said that alot too." Up to this point you've seen two faces of Jecht; the assholic emotionly abusive father and the legendary guardian. And even though you know it's the same person it's still a little hard to believe. Then this happens and you find out he and his son have the same tendencies and you know that even though Jecht wasn't exactly father of the year, he at least instilled some sense of right and wrong into his son before he left.

"Yuna becomes a traitor" and "Yunalesca reveals the truth" rounds out my five and I don't think I could add any more on it.