Sorry, I feel like I keep making threads in this sub-forum!
Anyway, I've now just made it to Zanarkand, but before that, I saw Yuna's farewell message sphere, which she somehow dropped pretty carelessly behind her.
For me, that is probably the most moving scene in the game. Just seeing her, one by one, address her guardians (sorry Rikku) is very touching, and to hear in her voice that she has accepted that she is going to die.
What has been your best moments in FFX? It doesn't have to be story related. It could just be killing Penance or getting under 0.00.00 in the Chocobo race finally.