The Ridley fight and the buildup to it. So awesome the game gives you the Super Missiles and Plasma Beam for the fight itself and an Accel Charge/Missile Tank in the room just before it.
Samus "Authorizing" the Screw Attack, Gravity Suit and Power Bomb on her own. Each time she does is it's own CMoA by itself! The Screw Attack? "Any objections, Adam?" (especially cathartic if you weren't fond of the Authorization system in the first place) The Gravity Suit? "Oh, I'm gonna get sucked into the vacuum of space... yeah, that's not gonna work for me, have fun Zebesians!" And the Power Bomb? See below.
Blowing up the Queen Metroidfrom the inside out with Power Bombs is probably the most cathartic boss fight ending in the whole game.
The lava-whale fought right after getting the Grapple Beam is a high contender for Best Boss Ever. There's something incredibly cool about seeing Samus whip that bad boy out of the lava like it's just some puny little trout, then kicking its ass. Doesn't hurt that it was, for me, the only boss that didn't either fall into a button-mashing pattern or Guide Dang It.
A moment of more subtle awesome: the first parts of the cutscene with the real Madeline Bergmen actually works. Samus responds to Bergmen's terror in a calm, measured, faintly awkward way, backing off to explain herself in a way that actually sells the scene.
Because of the new Overblast and Lethal Strike moves, Samus can now tear enemies apart with her bare hands. Of course, you have to time it right for them to work.
The fact that the Space Pirates on Zebes actually had a survivor. Phantoon, to be exact. And what did he do afterwards? Take A Level In Badass, grow huge, and take over the Bottle Ship in the Playable Epilogue.
Samus gets fed up with the authorization system and activates an all new power up without waiting for permission. Shame he wasn't there to hear it.