Despite the fact that it's technically a bad thing, the Eclipse Cannon's laser blast was totally awesome.
Shadow is right at the top of his game in the Last Story. His past gets revealed — Black Doom is essentially indirectly responsible for all the pain he's suffered in his past. The way he decides to put his past behind him — and take revenge against Black Doom — is just awesome. Blasts a bloody swathe of destruction against countless aliens that get in his way, turns super, kills Black Doom in his Cosmic Horror arch demon form — complete with stabbing him through the eye and blowing his wings off — teleports the Black Comet into the path of the Eclipse Cannon, and basically ensures that not a single Black Arms creature survives his wrath.
I am Shadow the Hedgehog. I've left the past behind me. No one can tell me what to do, now! I will destroy you, Black Doom!
Shadow's reply to Black Doom's Hannibal Lecture? "You're boring me to death, Black Doom!"
When finishing the Pure Hero or Pure Evil endings on their dark paths, Shadow stands over a beaten Sonic and proclaims himself to be the best. In the Pure Hero: Dark ending, where the stakes are considerably lower between them note The Black Arms have already been pretty much beaten, but Shadow challenges Sonic as well to prove himself as the strongest., even Sonic himself is impressed by it.
Sonic: Man... heh, I didn't think you had it in ya.
In the neutral endings, Shadow manages to take control of Eggman's entire empire much like how Metal Sonic did, and also claim the Emeralds. And the only help he had all along is Omega.
Look at the spaceship Sonic uses to give Shadow a lift into space. It's got Tails' Tornado on the front. TAILS TURNED HIS PLANE INTO A SPACESHIP. How is that not awesome?
This gets a nod in season 3 of Sonic X where Tails converts his X-Tornado for the same purpose. It was so awesome, he did it in two separate continuities!
The FMV opening sequence to his game. Not only does it have super-smooth, beautiful animation, but it perfectly showcases Shadow's badass factor. Not only that, but introduces you to the conflict you'll face in this game — the invasion of the Black Creatures, the war between them and the forces of G.U.N., Shadow's contemplation of his true identity. All backed by the fitting, epic rock song I Am...All of Me performed by longtime Sonic theme performer Crush 40.
Space Gadget allows for a rematch of Shadow and Sonic's race. And, for the hero route, Shadow wins.
Props must be given to GUN for Diablon, which is well-made enough that, in combination with Sonic, it makes a very good counter to Shadow. Shame about how Shadow can take advantage of that...