Kouga and Rei's first grudge match in the first series involves the two of them beating the crap out of each other while fighting another Horror and then ends with the two of them still whaling on each other while falling hundreds of feet between two skyscrapers. It's perhaps one of theSignature Scenes of Garo.
Episode 11 ("Game") of the first series has this:
Kouga: *smirk* I said it was the left hand.
Kouga's fight in episode 21 of the first series against multiple gun-wielding Horrors armed with only a sword and his own nigh inhuman badassery. Followed by his refusal to cheapen his own honor by using a gun or killing a human being that had been shooting him for the past few minutes.
It may be under the worst possible circumstances, but Kaoru or her actress at least, finally gets to show off some skills of her own when she hands both Kouga and Rei their asses on a silver platter. Granted she's possessed and they are both doing their best not to hurt her too bad, but it's still a very small young woman taking on two men in peak phyiscal condition and doing serious damage to their internals.
Any time Kaoru is possessed is guaranteed to be awesome. See KIBA Gaiden for reference.
The final fight against KIBA at the end of the first series takes place on a giant spinning wheel falling thousands of feet through the air.
One for the bad guys in the third series in episode 9. Sonshi, the mysterious man directing the Madou Horrors, managed to easily defeat all three of the current Makai Knights. Both in human and armored forms. Then again he is a Madou Horror himself.