I quite like the part when you meet Rinoa and they're going over the battle plan to confront President Deling, and Selphie says, "Blow them to smithereens with a rocket launcher?!" then later adds, "BOOM! Game over, right?" and Rinoa's like "...yeah."
The part on the train when Zell smacks in fist into the ground and the announcer says, "No damage was done to the train from that...er... minor vibration..." or something like that.