The way Sally escapes from Dr. Finklestein in the opening scene. Not only does she break free of the decrepit old doctor's grip, knocking him down, but the only part that Finklestein manages to grab on to (her arm) manages to smack him on the forehead, repeatedly.
This bit and everything that follows:
(Oogie swings the ramp around)
Jack: Hello, Oogie.
The way Oogie Boogie, the big bad of the film, is obviously terrified of Jack. There's a reason why Jack's the Pumpkin King, and the sadistic Oogie Boogie has been hiding for most of the film in a deadly gambling-themed basement.
Including Santa's way of dispatching what's left of Oogie.
This is probably the only movie to feature Santa Claus killing the Boogie Man. There had to have been kids cheering for that.
This California man's astounding Halloween light show set to the song, "This Is Halloween". Who wouldn't want to take their kids trick-or-treating in that neighborhood?
Heck, Santa himself gets points for managing to remain so calm throughout the entire ordeal. The guy gets kidnapped from his home, finds himself face to face with a town full of hideous monsters, and is held prisoner by the freakin' Boogie Man (who threatens to turn him into stew—and possibly torture him); yet he manages to keep his composure almost the whole time.
Better yet, he's actually defiant towards Oogie the entire time he's being threatened. Be honest: would you be able to talk back to a living, towering sack of bugs and snakes?
Santa: Release me fast, or you will have to answer for this heinous act!
Jack: Forgive me, Mr. Claws, I'm afraid I've made a terrible mess of your holiday.
Santa: Bumpy sleigh ride, Jack? [snatches his hat out of Jack's hand] The next time you get the urge to take over someone else's holiday, I'd listen to her! [points to Sally] She's the only one who makes any sense around this insane asylum! [huffs] Skeletons....
Instead of Wangsting over his failure, Jack acknowledges that he screwed up, realizes that Halloween is his holiday, not Christmas, is sorry for his mistake, and goes off to fix things. While singing to himself.
Jack's genuinely menacing rage face after Lock, Shock and Barrel bring back the Easter Bunny rather than Santa Claus. It's easy to forget given how kind-hearted and well-meaning Jack is throughout the film, but he's the Pumpkin King for a reason.
At the same time, Jack is kind and respectful to the poor Easter Bunny: as soon as he's done scaring Lock, Shock, and Barrel straight, he apologizes to the Easter Bunny.
"I'm terribly sorry about this, sir. (to the henchmen) Take him back, first! And apologize again!"
Sally's attempt to rescue Santa. Even though it didn't work, the plan was still brilliant.