Fairly early on in the story, Gaz is mugged by some gang members, who get lucky and momentarily overpower her. Zim shows up to save her, thanks to an emergency beacon Gaz triggered, just as Gaz gets her second wind; together, they completely curb stomp them.
Zim's Batman Gambit against the Valkians during the climax. Made even better by the smug speech he delivers as he explains it to the Queen and the Tallest - the latter are actually impressed by Zim's actions, which, as anyone who's watched the canon can tell you, is something that's never happened.
My Hostage, Not Yours 2: The Revenge of Player 2:
At one point, Iggins attempts to confront Zim in an empty auditorium, by carrying out the cliche of revealing himself when Zim enters the darkened room and turns on the lights. However, Zim has excellent night vision, easily spots Iggins, and sneaks up on him in order to blindside him.
At the same time this is happening, Gaz is fighting an assassin sent by Iggins, who actually manages to hold her own against her. At least until Gaz realizes Zim is in danger, at which point she finishes the fight quickly.
During the battle of Washington, Zim and Gaz put up a great fake fight in order to boost Gaz's public image. But what's really impressive is that while this is going on, Dib is fighting GIR, who's in a Humongous Mecha, and somehow tricks him into triggering the mech's Self-Destruct Mechanism. The resulting explosion consumes our protagonists, only for Zim to protect them with a forcefield, and the two even have time for Big Damn Kiss in the process. It's one of those things you have to read yourself to get the full effect of.
The "demonstration" the Tallest ask for from Gaz. She takes on some sort of alien beast in an arena, and defeats it without much effort. In fact, the only time she's wounded during the match it's because she gets cocky, allowing the animal a lucky shot.
The entireFinal Battle. All of it. From the moment the Swollen Eyeballs turn on Dib and Tak, to the moment Gaz's Superpower Meltdown finishes them off. It is one of the best fight scenes this troper's ever read.