The last moments 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 Akio's version of the "princess" role to duel him. Then, NOT faltering in her intention to free Anthy even after being stabbed by her, now rejecting her own version of the "Prince" role to stop using Anthy as her "pet cause" for her own ego-boosting. 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.
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 music makes the scene. The whole car chase is full of suspenseful music and then when the castle appears and Anthy grows more resolute, Rinbu-revolution triumphantly plays. It's enough to make the audience start cheering.
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 B.S.O.D.? 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 B.S.O.D.(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 badass. 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.
For all of Nanami's flaws, she indeed has some awesome moments:
In Episode 10, though she's definitely not on par with the other duelists, she takes Utena off guard with her speed, but loses the duel rather soon. However, Nanami still continues to fight, drawing a hidden knife and proceeds to attack Utena once more, now wielding two blades and even managing to slash her rose. Eventually, Nanami has Utena cornered and Touga has to intervene to stop her.
Episode 31 depends whether you hate or love Nanami, or better said, rooting for Keiko: when Nanami finds out Keiko has been seeing Touga behind her back and thus betrayed her, Nanami shows her face from hiding and bitch slaps Keiko. Now, this was after Nanami unreasonably had Keiko kicked out of her extracurricular activities and ostricized by her friends for sharing an umbrella for a soaking Touga in the rain, so if you're rooting Keiko, she responds to the slap by knocking Nanami on her ass with a right hook!
Lastly, she fights Utena for the last time with only her sword, foregoing her dagger, and gives the latter an even harder time than before. As the sword/dagger combination resembled her sharing her strength with Touga, the fact that she's fighting with more ferocity with just one sword proves she's more powerful than she's believed to be.
The last sword duel in the series between Utena and Akio. The planetarium is projecting illusions of the previous versions of the arena, and Utena is asking what the point of the arena existing is because of how much it hurts Anthy. When Akio says she chose to be the Rose Bride, Utena declares she'll be the one to free Anthy. Her reaffirmation of understanding what it really means to free Anthy and that she'll become a prince shocks Akio so badly it causes the castle above the arena to shatter. Akio is so thrown off by Utena the only way he could beat her was by getting Anthy to stab her in the back. He was scared of her.
Utena: And I promise you I am going to be the one who frees her!
Akio: I don't think you understand what that means.
Utena: I UNDERSTAND! I'm gonna be a prince! You hear me?!
This is specially powerful because it means that Utena acknowledges that, up until then, her desire to be the Prince to Anthy's Princesswas NOT what Anthy truly needed. That she had been playing the "Prince" role wrong by helping Anthy to bolster her own ego, not exactly caring about Anthy's needs and desires. But nope, she's not doing it again: she'll TRULY help Anthy from now on. Such Brutal Honesty is very needed.
When she realizes that Mikage was behind the Black Rose duelists, Utena interrupts his speech with a punch strong enough to make him fly. And she would have killed him then and there, completely ignoring his Breaking Speech, had she not noticed his Rose Crest-at which point she challenged him to a duel to destroy him more.