Catelyn Stark successfully holding off an assassin that is attempting to kill her recently crippled son that is lying in a coma, with her even stopping a Valyrian Steel dagger with her bare hand.
Arya beating down Joffrey with a wooden stick when the latter was armed with a sword. She's 9, he's 12. She beats him down, scars him, disarms him, and makes him run to his mommy. Great Foreshadowing for her future badassness, and it was against one of the most sleazy characters of all time.
Made even better when you realize that Joffrey has been trained in fencing from around the time that he could walk and the only training Arya has had was with a butcher's son who probably knew less than her.
When the Hound stops Loras Tyrell from being killed by Gregor Clegane. The Mountain, Westeros' One-Man Army is almost definitely the strongest man on the planet, stronger than even Hotah, Victarion, Andrik, Robert, Goghor, and Hodor, among others. Despite this, the Hound hops out of the stands and stops him. This is the only time one ever sees a warrior that is not a Fragile Speedster directly go head-to-head with Gregor and not lose awfully. After killing Mycah, this is the point when readers truly begin to sympathise with Sandor and the backstory he had.
A great one one for Littlefinger is when he betrays Eddard Stark, saying "I did warn you not to trust me, you know."
Adds another layer of awesome when you look back at Cat's character and relationship with Littlefinger before her husband's death and realize that he would've had a chance at getting back with her if not for a Spanner in the Works by the way of Joffrey.
When foreign weapon-master Syrio Forel is confronted by five Lannister fully armoured men-at-arms and one of the knights of the Kingsguard, while he himself is armed with a wooden practice sword. The quote above was swiftly followed by the death of the men-at-arms. He only lost the fight because the knight had no gaps in his armor which Forel could use to kill him.
Yeah, I'm definitely expecting to see Forel again. Remember the fourth level of the Red Keep's dungeons oh-so-casually mentioned in the beginning of AFFC?
Never trust that a character is truly dead unless it is witnessed and confirmed by another POV character.
While his morality is deplorable, one has to respect Gregor Clegane's might. He, and a dozen other knights, charges headlong towards an entire formation of Karstark spearmen. Despite almost all of the other knights being driven off or killed, Clegane powers straight through the spears and crash directly into the Karstark heavy infantry, probably killing four or five at least. Then, he rises, completely unscathed, and then begins to wield his BFS with a single hand, smashing every enemy in the vicinity into oblivion with contemptuous ease. Seconds later, the Mountain Clans pile in. Were it not for Clegane's sheer power, the mounted Clansmen might have been driven off by the spearmen, and the entire left flank might indeed have been driven off, as Tywin had originally planned.