The last moments of Revolutionary Girl Utena raised Anthy's stock for a lot of people when she basically tells Akio where to shove it and walks out of Ohtori to find Utena, despite the protests of the suddenly very distraught Manipulative Bastard. "By all means, stay in this cozy coffin of yours and continue to play prince. But I have to go now. She isn't gone at all, she's merely vanished from your world."
What about Anthy as a little girl standing up to the townpeople running her beloved brother/prince ragged just because they were all too willing to leave the rescuing of their daughters up to someone with a hero complex?
Throughout the series, Anthy retains the same tone of voice. Sometimes it's depressing, sometimes it's tragic, sometimes it's hilarious. In the end, however, she tells Akio off in the same voice, without changing a note. Looks like it's just a part of her personality now... It's hard to explain why, but the fact she didn't change intonations after becoming free again feels just so incredibly badass. Perhaps it hints that she's still a witch, she didn't lose anything, just gained. And that it was "real" her talking all the time since the start, and perhaps sometimes she was even honest.
In the Black Rose Saga, Wakaba finally gets Saionji all to herself! Unfortunately, it doesn't come to anything, leading to one of the most tragic moments in the series where Wakaba gets back to her dorm room and finds Saionji gone.
Also in the Black Rose arc, Utena refuses to use the Sword of Dios against Wakaba, horrified by the thought of even wounding her best friend, and manages to not only defend herself barehanded, but actually defeat Wakaba. Behold the power of friendship....
Can't help adding Utena herself in the final episode... First, rejecting the "princess" role to duel Akio. Then, notfaltering in her intention to free Anthy even after being stabbed by her. Next, pushing Akio away and freeing Anthy's true self even after the sword of her heart breaks. And finally, becoming the Prince in the most painful sense possible, taking the attack of the Million Swords, still never giving up.
Hell, Utena hammering her fist into the ground and using it to push herself back up when everyone in the audience thought she was dead may be one of the most powerful moments in Anime history.
And in the movie, Utena fighting against Saionji with a broom while he has a real katana after he slaps Anthy quickly established that this was not the TV series Utena. It was reckless, sure, but awesome.
Also in the movie, five words: Car chase. With Anthy driving.
The Dance between Utena and Anthy in the movie is the best dancing scene between two people in any medium.
Close second is at the party where Nanami tries to embarrass Anthy, when Utena rejects Touga and makes a toga for Anthy after her dress dissolves, then dances with her.
Can we have Wakaba getting slapped by Utena and Wakaba being pleased to finally get a reaction out of her and then cold-bloodedly slapping her back in order to bring her to her senses after her Heroic BSOD? And then forgiving her afterwards for all the crap she'd put her through. Without Wakaba, Utena would have been a footnote.
Utena's duel with Touga in episode 36 when she slices several dozen oncoming cars in half!
In the 12th Episode For Friendship, Perhaps, Touga, a 6 foot 4 inch tall 17 year old boy who wielded a suped up Sword of Dios LOST the rematch duel to a 5 foot 5 inch tall, 14 year old girl with a BROKEN SWORD! This shocked Touga so much that he suffered a Heroic BSOD(or a Villainous Breakdown depending on your view) which lasted until near the end of the Black Rose Saga.
When the true story of how and why Utena snapped out of her suicidal spiral was revealed. It wasn't because she wanted to meet her prince... it was because she wanted to stop the suffering of a little girl, namely Anthy.
Also in the first episode when Utena defeats Saionji with a wooden practice sword. He has the Sword of Dios and even though he doesn't use its superpowers it's still pretty badass that she defeats a real sword with a wooden sword.
Juri's duels with Utena rate her as a pure Bad Ass. She was the one duelist Utena never actually outfought.
Everything about the end of The Movie, particularly Anthy's speech to Akio.
The notion that the Shadow Girls went from secondary characters who relate the moral of each episode through bizarre shadow plays to the reveal that there is an entire news studio full of them working to help Utena and Anthy reach the outside world.