I think the bits when Ellone sends the main party to the past to view Laguna's adventures are all great, even thouhg the battles are hilariously easy. The scenes are what matters. Laguna's such a hunk :P
Disc 3 whole through is quite an adventure. I love the sidequests, except for Obel Lake x.x I just can't find the Three Stars even though I read through all possible FAQ's and stuff, and followed the red rock and everything. It just always leads me out of the range where the rocks even talk. :(
Also one of the best dialogues in the game is in the air room of Ragnarok after Squall saves Rinoa.
"Come on. Give me a hug!"
"...?"
"A real tight one!"
[...whatever...]
Always cracks me up x)