The mission 'From Zero to Hero'. Driving a truck across a bridge might sound mundane, but driving a truck over a bridge while an attack helicopter is firing missiles at you with Holy Diver playing on the radio makes this mission into an awesome moment. Not to mention you unlock access to the second island after this mission, allowing you to buy an attack helicopter of your own at the new safehouse.
The Phil Collins concert is one of the greatest moments in GTA history. After playing the mission it is a part of, you can even buy tickets at the stadium to see it again.