Domino's scene is even better in the original novel, where the moment takes place underwater, with light framing her (and her hair) almost angelically as she saves Bond. There's no dialogue, of course, but it more than makes up for it by actually portraying the massive trauma and exhaustion she had to overcome in the process.
Maybe not in the film itself, but Tom Jones' Incredibly Long Note at the end of the theme song, which only ends because he fainted.
Bond's jetpack-powered escape? Not an effect. It was the Bell/Textron Rocket Belt, tested for the Army and Air Force, but ultimately proved Awesome but Impractical for actual flight.