Albert's speech about being an adamant pacifist, particularly at the end when he says "I love you, Sheriff Truman."
Available here. It's one of the best moments in the show.
The moment in the season 1 finale when Andy shoots Jacques in the arm before he can shoot Truman.
"BOB.... I want all my... Garmonbozzzziiiiaaa...."
In the second episode Garland Briggs inform his son Bobby that he understand his troublesome behavior is part of a necessary rebellious state that is required for his complete development as a human being, and although he respects and loves his son he is required to keep his behavior within certain familial and societal boundaries (slaps Bobby to knock the cigarette out of his mouth) and even though Bobby and the town are going through some difficult times, he will ensure that Bobby finds out what's important and who he truly is. (It's understandable why Garland was in so few scenes, he could've easily taken over the show since he arguably makes even Cooper look bland by comparison).
From the pilot, Cooper watches a video of Laura and Donna at a picnic, and spots James' motorcycle reflected in Laura's eye.
The entire Miss Twin Peaks sequence in the second last episode. firstly, the revelation that Lucy is an extremely talented dancer. Then the fact that Annie wins, although this takes a tragic turn seconds later. THEN Windom Earle's entrance disguised as The Log Lady. And also the Log Lady herself fighting off the choreographer's advances.