Beating Butch Reed, Greg "The Hammer" Valentine, One Man Gang, And The "Million Dollar Man" Ted Dibiase in one night to win the WWF title at WrestleMania IV for the first time.
Beating Ric Flair at WrestleMania VIII to win the WWF Championship for a 2nd time is up there, too.
His incredibly savvy method of winning his stipulation match against Crush at WrestleMania X: he strung him up to a coat rack after pinning him in a modified Falls Count Anywhere match so he couldn't make it back to the ring before the count of 60. Crush's struggling when he came to resulted in this becoming a Crowning Moment of Funny, to boot.
Saving Marty Jannetty from being arrested after he had a nasty brawl with Shawn Michaels by convincing the police officers that the whole fight was part of a wrestling angle.
His Slim Jim commercials.
According to Chris Jericho, technical issues during a WCW event meant that a tag team match between Kevin Nash and Scott Hall vs. Savage and Sting would not have any entrance music for either team. Nash and Hall refused to go out to the ring with no music, but Savage went out first, saying "I don't give a shit if there's music or not, I'm going to the ring!" forcing the match to take place.
Savage's Face-Heel Turn on Hogan in 1989 is a villainous moment of awesome, from walking out on Hogan during a match with the Twin Towers, to "The Reason You Suck" Speech in the emergency room in the back, featuring the famous line "Those eyes lust Elizabeth!!!" to Savage absolutely pounding the shit out of Hogan right in front of her. The intensity - not to mention the build to this moment - made this one of the most famous heel turns of all time.