In the one of the earlier chapters, an indestructible being that can absorb any form of attack thrown at it, soon acquiring the abilities of another being that kills most things just by being near them and whose touch is potentially deadly to absolutely anyone, is loose in Gensoukyou. It swiftly dispatches its millenia-old creator, a Reality Warper, two stupidly powerful magicians and a bearer of impervious Plot Armor, leaving only Suika to fight it. After her treasured gourd is crushed in the battle, Suika acts exactly like Suika, proceeding to pound the ever-loving crap out of the life-ending monstrosity, leaving it (temporarily) broken and unconscious in a crater. Moral of the story: never force an oni to be sober.
The Storm: Being a massive throwdown between everyone Yukari can shanghai into assisting and Yuuka Kazami, much awesomeness (mixed in with terrible situations and the occasional Tear Jerker) ensues. Highlights would need to include Yukari summoning and detonating an oil tanker in Yuuka's face.
Notable as well is Marisa's usage of "And The Sun Rises Red". And Marisa's trick with the manually detonated spell cards. And that one time with the missile- aww screw it, just everything that Marisa does in that fight.
How about the fact that Yuuka Kazami manages to, in what was supposed to be a one-on-one duel until Yukari cheated, laughingly curbstomp Remilia, Flandre, Sakuya, Orin, Satori and Utsuho using only a fraction of her power. She then goes on to bring three quaters of her power to bear against Physical GodYukari and manages to put her out of comission so badly that she's been unable to take any real action for seven chapters. The only fight she lost was against Mima, Marisa, Yuyuko and Youmu, and she had them on the ropes at the end of the fight, with Marisa having to use multiple Dangerous Forbidden Techniques that almost burn her out. Say what you want about her character, but damn if Yuuka isn't awe-inspiringly powerful. Awesome doesn't have to be good, after all.
Rin Satsuki gets a moment of her own a bit earlier. She manages to annihilate said Eldritch Horror's anti-magic field and give her an Oh Crap! moment in one go.
Roughly every Pre-Asskicking One-Liner in the series, as well as several smartass retorts by the characters in everyday conversation.
Chapter 21, when Byakuren gives Kanako a very much needed What the Hell, Hero? for causing the events of Subterranean Animism. Doubles, after, as a Crowning Moment of Heartwarming when Kanako talks with Sanae, since it shows that while Kanako is jaded, rash and selfish, she has a heart, and she's capable of doing good.
Chapter 42, Reimu argues with Yukari over Rin Satsuki, and convinces her to give Rin a chance.
Chapter 57, my goodness. Yuuka challenges Marisa to a duel over Marisa managing to escape unscathed in The Storm chapters. Marisa forces Yuuka to break promises and break the rules she herself agreed to. And still wins. Except, Marisa decides that killing Yuuka would damage her soul, and lets her go. This doesn't work out for the best.
In Rhapsody of Subconscious Desire
The friggin' Zerg make a cameo appearance. It's every bit as awesome as it sounds.
Kaguya's (imaginary) second trial in the Lunar court. The way she utterly demolishes her arrogant and homophobic father is a absolutely spectacular.
Also, a few chapters later, Kerrigan herself appears for a scene, as the embodiment of Kaguya's subconscious. Oh, Kaguya. Never change.
Mokou sticking it to the avatar of the Angel of Death herself, telling her that she can't die, and her puny angel of death powers don't change that. Yagami's reaction is a complete Freak Out, and the first time in the story when we see her genuinely shocked and afraid.