Artyom's Heroic Sacrifice, where he blows up D6, killing the Big Bad and his army, denying them access to the weapons within. The only thing that would have made this more awesome would be if Artyom did a Title Drop of the achievement you get for this ending: "C'est la vie." It's all the better because the Big Bad was literally two feet away from you when you did it, and got to see exactly what you were about to do.
The last stand at D6, at the end of the game. Gunning down Red troops, whilst constantly falling back to more fortified lines, eventually going to town on them with a home made gatling gun. Granted, you get your ass kicked in the end, but it's still very awesome.
Going after the baby Dark One on the train. You jump onto the train from a railcar that's speeding alongside it, and fight your way through over a dozen Red troops in some of the most cramped quarters in either game.
Fighting the giant bear near Red Square. It's the only non-human boss in the game that you don't have to kill, and easily one of the toughest fights in the game.
Pulling off the Shadow Ranger achievement, with a minimum of blood spilled - that of the final target in the game, the flamethrower trooper at D6. You'll have either avoided or knocked out every single human opponent in the game, excluding the Reds on the train and at Red Square (though both groups can be fought hand-to-hand, if you have medkits and a bit of luck), and getting this achievement almost guarantees the Redemption ending.
The Nazis holding off a MASSIVE Red Zerg Rush in the Faction Pack DLC.
Artyom and Pavel's escape from the Nazi concentration camp. Not only do they sneak past maybe a dozen armed guards, most of them without being spotted, but Artyom is also given the option to save all the other prisoners with a single press of a button. The best part, though, is right at the beginning of the level. You wake up to find yourself in a cell with three other men as two Nazis walk in to interrogate/kill you all. They execute the first two and the third, Pavel, seems willing to cooperate and the officer moves on to Artyom. While both of them have their backs turned, Pavel unbinds his hands and, with help from Artyom that's basically improv, they kill both Nazis and take their weapons, with which they escape. Even being handcuffed doesn't stop Artyom: he grabs the Nazi officer by the neck and keeps him from shooting Pavel until he can bury a knife in his gut. And this is just minutes after waking up from being rendered unconscious by the little Dark One and kicked in the face by a different Nazi at the Botanical Gardens!