The line "If you have any last words, say them now." comes up often enough from Nadie that its nothing special. However, when Ellis says this to Rosenberg just before killing him, it manages to stand out much more.
Ellis SMACKING L.A. across the room in one episode, even if she went too far after that.
The last episode, especially when Nadie and Ellis meet up with the transvestite bounty hunters and Blue Eyes. We see Blue Eyes and Nadie kick ass, and, most epically, Ellis shouting a determined "No!" and calling forth her witch powers at will. Epic music included, naturally.