The Elite stomping into view and hacking a statue in half at the end of Part 3 was rather awesome.
Episode 4 has quite a few:
John-117'sintroduction. He manages to sneak up and kill the Elite Zealot that had been hunting and killing the cadets with a simple combat knife.
Given that the Zealot was clearly enjoying hunting the cadets, there's never been such satisfaction in watching John kill an Elite.
A short time after John-117's arrival, he dispatches three Jackal snipers in under two seconds. With what gun, you may ask? The M6D Magnum from Halo: Combat Evolved, a weapon remembered by most Halo fans as being almost comically overpowered and deadly accurate. He does this one handed, while sprinting.
While under heavy fire and having just burned through not only her own but also the wounded Sully's rifle magazines, Silva finds a fallen Covenant carbine. After more than a hundred UNSC rounds did absolutely nothing to the attackers, a single shot from the Covenant rifle takes one down. Also stresses how in-canon, Covenant weapons are simply better than their UNSC counterparts.
It probably helps that the cadets were armed with assault rifles, which in game terms are terrible for shooting at that distance, while the carbine she picked up is far more deadly and accurate for long range fire.
Also, Lasky does a near suicidal charge in order to distract the Hunter to give the Chief an opening, an act that earns him the Chief's respect.
On the Warthog, we get to see Silva kill two Jackals; which is an impressive shot given that she was using the less-than-accurate Assault Rifle on a moving vehicle, and managed to hit vital areas instead of the wide energy shields they were carrying. Orenski also kills at least one Jackal.
The entire scene of the UNSC Infinity going into Slipspace, followed by a huge UNSC escort fleet comprising of frigates, destroyers and cruisers. It simply looks and feels awesome.
Even though the aft section of Forward Unto Dawn is crumbling around her and falling onto Requiem the forerunner planet, Cortana is hestitating whether to press the "reactivate" button on the Master Chief's cryo pod. The scene then cut to the cryo pod, revealing the chief within. We all know what happens next in Halo 4, and it looks awesome.