(SPOILER)When Squall got ran over by a tractor while gathering the lumber for Aeris on his pink chocobo while riding to the nursery school of Balamb Garden.I was crying so loud.

And also when:
(SPOILER)When Laguna started wooing Julia and it became clear that he's male. No actually he's the neatest character in the game.

And for real:
(SPOILER)When Raine said that Julie died in a car crash. I really didn't expect this one.

EDIT: (SPOILER)Yeah, the Opening and the ball were both pretty good.