First scene of the series; Madoka watches another girl fight a collosal monster on her own. When Kyubey tells her she has the ability to help, she shows little hesitation in doing just that. We learn later that this is truly a scene for Homura. Fighting a witch that she's witnessed kill many other magical girls takes guts.
Mami's first battle scene in Episode 1. With the familiars closing in and Madoka and Sayaka trapped, a burst of light appears and Mami transforms for the first time... Her theme starts playing as she raises into the air and summons dozens if not hundreds of floating magic muskets, all with a gentle smile on her face. Even with knowledge of everything that happens afterward, this scene never fails to be awe-inspiring.
Episode 2 Mami's fight against Gertrud is pretty cool and especially when she whips out Tiro Finale.
Episode 3. Mami casually dual-wields the Tiro Finale, incapacitating Homura, and then creating a field of rifles so she could casually wield the rifles both as rifles, and as bats for close-quarters combat, smoothly transitioning from firing away to swinging away.
Episode 4. Madoka's first act of heroism in the current timeline, that is. Here she saves Hitomi and several others from burning themselves when they were under the influence of a witch. Sure, she was understandably scared, but she was willing to face her fears in order to prevent people from dying, and that is what defines courage.
Even though Kyoko severely outclassed her, even though she needed Homura to save her, Sayaka held her own. Kyoko had extra seeds to keep her powered, along with years worth of experience and skill, and Sayake held her own in what they admit was a fight TO THE DEATH. She blocks the tip of Kyoko's spear, with the tip of her sword!
Sayaka rejects Kyoko's ideals while still understanding her. Despite her trauma and feeling like shit she reaffirms her status as The Cape. The Crowning Music of Awesome definitely helped.
Sayaka: "I've... misjudged you in a lot of ways. And I apologize for that. Sorry. But... I have absolutely no regrets about making my wish for someone else. I also don't think I paid too high a price for it. With our power, we can accomplish any number of amazing things depending on how we use it."
The ending of Episode 7.
Sayaka: "Hey... stay back. I can do this on my own."
Kyoko figured out that if she holds onto Homura then she can't use her powers to escape. She figured this out from a surprise attack. You know this girl's a veteran when she invokes It Only Works Once.
How does Homura break her grip? She pulls out a grenade.
Homura used Time Stop magic to riddle Kyubey with a clip full of bullets instantaneously, just before Madoka can seal a Deal with the Devil. That scene is pure fanservice for people who hate Kyubey.
Major props to the animators at the end of Episode 8. Even if you already knew magical girls became witches, the pure impact drawn when you see Sayaka's Soul Gem explode into a Grief Seed and the world reformat before your very eyes is still massive. Would anyone have imagined that becoming a witch would look like that?
It's implied that she's the only Magical Girl whose defeated every the witch that she came across, all by herself. The only exception to this of course is Walpurgisnacht, but even then she shows the steely determination to stand up to it, more than once.
After watching Madoka putter around and cry for nine episodes, the tenth treats us to the Madoka of the original timeline, who makes a stand alone against Walpurgis Night despite Homura's pleading for the two to flee together. She apparently succeeds off-screen, only to die in the fight.
Madoka scores one of these in each alternate timeline. Sure, they go from being beautiful to being tragic, and climaxing with when she one-shots Walpurgis Night seconds before becoming Kriemhild Gretchen, but they always inspire awe.
The triumphant (sort of) return of Mami, fighting alongside a magical girl Madoka in the first timeline, and saving Homura Just in Time. This is made all the more majestic by Mami's theme playing during the scene.
Homura's fight against Walpurgis Night with her shooting it with a few hundred rocket launchers, hitting it with a semi truck (which exploded), and summoning a battleship to catch her fall into the ocean and blast away at the witch. Who then lands in a stadium filled with a few hundred landmines. In short, Homura stole the entire fucking military!
Walpurgis Night gets a CMOA herself for having the kind of presence that makes Homura's plans above seem justified instead of overkill. Especially when they don't work.
The way the showrunners used the opening song, Connect, qualifies. It is a normal bouncy magical girl opening, which seems to become Soundtrack Dissonance as the series gets darker. In Episode 10, the viewer gets the impression that Homura is singing it, which makes it a tearjerker, since it emphasizes her despair. Then this is turned on its head in Episode 12, when it seems as if Madoka and/or Homura is singing it as an affirmation that they will never give up, and the new universe will never fall into despair (Madoka), and/or the people of that universe will be protected (Homura.) The lyrics make sense no matter which way you're looking at them.
This is the first time we hear Madoka speak with authority, no hesitation whatsoever. She KNOWS what she's doing and she KNOWS Kyubey has no choice but to help.
Kyuubey shows Homura how Madoka will meet her end. From her comet-like Soul Gem, an enormous shadowy form engulfs the Earth and begins to destroy it. In bringing enough hope to create a new universe, in the end, she will release enough despair to destroy the universe. Then Madoka reappears as a goddess, takes aim at even that shadow of despair, and utterly destroys it.
Madoka: "My wish was to destroy every witch before they were born, and if that wish is truly granted, then even I can have no reason to despair! Ever!"
Madoka's sacrifice prevents witches from existing. Witches are the primary source of energy for the Incubators. Madoka uses Kyubey to screw over his entire race, and he can't do a damn thing about it. He isn't even allowed to remember that such a method of gathering energy exists. She didn't just scam him, she pulled the son of a bitch over her knee and spanked his ass.
The fact that Madoka never lost hope for a happy ending. Even when Homura was giving in and even when audience already had. (Gen Urobuchi isn't known for his happy endings).
The Stinger. Homura racing towards six towering wraiths, carried on vast wings made of a witch's barrier; the eternal champion of humanity.