The part in IX where you think Zidane dies trying to save Kuja at the end.
The part in Macalania Woods with Tidus and Yuna, also the ending was very sad imo.
Part in VIII when you think Rinoa is going to die and then in the Ragnarok cockpit, you know, the moment with Rinoa and Squall. I was like, " finally, he shows his true feelings!!!" Plus, I really liked VIII