The ending. Even if it's of the villainous sort... you gotta admit, the entire last minute of the film is a pretty amazing one for Azazel. And maybe the movie-makers - they just do such a good job capturing his arrogant, smirking triumph. From the bouncing tail of the cat, to Washington's smug "Oh... forgot something, didn't you?" to the first fade-in of "Sympathy for the Devil's" drums and shouts... Now that's an ending.
Hobbes willingess to take his own life, it means Azazel will die. It doesn't work, but you have to admire his sacrifice.
Gretta escaping from Azazel's attempt to possess her. To clarify, this woman managed to somehow outrun a demon using a group of people to get to her.
Also doubles as heartwarming: Hobbes taking in his brother and nephew. You hardly see single guys doing that, especially those who live in an apartment complex.