Spade's one upping of the villains. The guy always keeps his cool.
Also, when Spade quickly and easily disarms the hotheaded gunman, Wilmer, taking his pistols. He later ridicules Wilmer about it, claiming that "A crippled newsie took them from him. I made him give them back."
Spade was all kinds of awesome all throughout the movie, but for some reason his speech at the end always makes me stop and think.
Spade: When a man's partner is killed, he's supposed to do something about it. It doesn't make any difference what you thought of him. He was your partner and you're supposed to do something about it. And it happens we're in the detective business. Well, when one of your organization gets killed, it's— it's bad business to let the killer get away with it, bad all around, bad for every detective everywhere.