Sands has recently been blinded (his blood's still drying on his cheeks) when he challenges two gunmen to a shooting match. He proceeds to fire wildly, missing them so completely that they both can't help but laugh at him... who promptly shoots both men dead, their laughter having revealed their locations.
At the end of the movie, when I saw that Agent Sands survived, I wanted to cheer like the MST3K gang did in Pod People - "Yay, the evil one's back! Yay!"
The guy got his revenge after his eyes were gouged out.
There are many, quite honestly. But the moment that gives me a thrill no matter how many times I see it is when The citizens of Mexico prove that the President's faith in them was correct by rising up against Armando Barillo's forces in order to protect the President. They hadn't been fooled by Barillo, and were willing to fight to the death the protect their real hero, El Predidente. AWESOME.
And the line by El makes it all more awesome. The Sons of Mexico indeed.
The buildup is fantastic; Mariachi slowly walks toward Marquez as the general asks about Carolina and their daughter, both dead, and Mariachi proclaims he himself is dead as well. With each passing second, Marquez begins to realize that he is truly and royally fucked.