Ducard: (failing to notice that Bruce had slashed several ninja with identical wounds) You cannot leave any sign.
Wayne: (early version of Batman growl) I don't.
His escape. If Bruce Wayne wants to exit the house and catch some air he won't stop for a piddling obstacle like the entire League.
The scene with Falcone loading a shotgun in his car, where you can just imagine his panic. He then whispers "What the hell are you?" Cue a smash of glass andůsay it with us now..."I'm Batman!"
One for a villain - Jonathan Crane is trying to destroy some evidence, when both of his mooks are taken out by an unseen assailant, who then reveals himself as the guy who singlehandedly took down a mob boss. So does he flee? No! He quickly slips on his mask, releases his fear gas, and then sets Batman on fire!
The moment where Batman first appears in Batman Begins is not just one of the most Crowning Moments of Awesome in the character's history, but possibly the greatest moment in motion picture history ever. Not only does he manage to dispatch an entire crew of mobsters single-handedly and reduce their boss from an arrogant, bullying invincible crime-lord to a terrified old man cowering in the back of a limo with a gun (which Batman then proceeds to pull the crime-lord out of through the sun-roof), he politely compliments an old homeless man on his coat (which Batman, years ago, gave to him) in the process. Oh, and he ties the mob boss to a spotlight, inventing the bat signal.
That intro moment in that sequence was with the long-haired guy with the sub-machinegun:
Mook:(blasting away with gun) WHERE ARE YOOOUU? Batman:(hanging upside down, coming into shot as we pan with the goon)Here. Mook: Yaaahh— (cut off as the black cape envelopes him)
The introduction of the bat-signal in approximately the middle of the movie. Jim Gordon shows up with a bunch of other police officers to the place where a group of Falcone's goons were. Another officer asked if they were Falcone's men, Gordon cynically remarked "does it matter? We'll never tie him to it anyway." Said officer responded "I wouldn't be too sure of that" and then nodded his head towards something that Gordon apparently didn't even notice beforehand; a searchlight pointed at the clouds, with Falcone chained to it such that his shadow formed a bat-silhouette in said clouds. It was a symbol of hope in a city that clearly needed it. It also helps that the music used in that scene has the same melody as was used earlier in part of "The Will To Act."
After snatching corrupt cop Flass from the alley below, dangling him over it by his ankles and interrogating him after visibly working himself up into the scariest interrogator in the universe:
Flass: I swear to God! Batman:SWEAR TO ME!
Two Words: the car chase. It's one of the most epic car chases, when you consider what Batman uses to take out multiple police cars in spectacular fashion - lots of caltrops that puncture cruisers' tires, cannons that blow away barriers, and lots of quick maneuvers.
Ra's al Ghul's reappearance in Wayne Manor, complete with him setting the house alight, and the page quote for this.
Even Alfred gets at least one when he knocks out a League of Shadows goon: "I hope you're not a member of the fire brigade," whilst rushing into the burning Wayne Manor to save Bruce. And the subsequent "You still haven't given up on me" / "Never!" exchange.
And when he tries to help the pinned Bruce.
Alfred: What was the point of all those push-ups if you can't lift one bloody log?!
Loeb tells a desperate Gordon that "There's nobody left to send in!". Cue The Tumbler coming out of nowhere and jumping into the Narrows.
While protecting a little boy Rachel tasers Scarecrow. I repeat she TASERS the FREAKING SCARECROW. HOW is that NOT awesome?
Liam Neeson chanelling Qui-Gon Jinn as in his last moment, Ra's calmly faces his death-by-train.
Batman finally defeating Ra's Al Ghul while saving all of Gotham from fear toxin. Topped off by his escape and gliding in the shape of a bat.
The fight is also quite awesome for Ra's in that he's holding his own without any special armour, against a guy who's draped in some of the best armour ever produced. He still loses, but still.
Also, Nolan rebooting the series from Batman & Robin to the awesomeness of Batman Begins; let alone making an even more popular sequel; is awesome.
Also doubly so for long-time Batman comic fans: instead of immediately bringing in the well-known villains from the previous films, Nolan and Goyer instead bring in other villains from Batman lore that probably would not have been touched before: Ra's Al Ghul and the League of Shadows, Scarecrow, even Mr. Zsasz (in a small role).
Bruce Wayne confronting his fear of bats in the batcave definitely deserves mention.
And related, a three-sentence exchange that sums up the reason Batman choose such an icon for his identity.
Alfred: "Why bats, Master Wayne?" Bruce: "Bats frighten me. It's time my enemies shared my dread."