A bunch of B&W kids start hassling a technicolor Betty. David/Bud fights them off. What's impressive is that, not only does the normally geeky David successfully fight off three kids whom are twice his size, but he changes into Technicolor.
He does it even though he knows she's not really his mother - or even fully real. He's protecting a friend. If he can do it in a show, he can do it in real life.
Also the guy David punches (Whitey) stares at the blood in shock. David teaches many wonderful things to Pleasantville, but to these very creepy bullies he introduces pain.
When Mary Sue/Jennifer fights with her boyfriend at the book burning. "This is like the only book I've ever read in my whole life and you're not gonna put it on that fire!"
Also, David during the climax of the movie, in which he tells the mayor and the rest of the opposing members of the town that sooner or later, everyone will succumb to their own human nature.
Jeff Daniels' entire performance is movie length CMOA. It's probably the single best performance of his entire career.