Phi delivering a 30 foot dropkick to the back of Dio's head to save Akane. It never gets old to see her level the asshole in such spectacular fashion.
How about Sigma's plan to circumvent the bracelet's lethal injection in Quark's route? He fights back against the Soporil long enough to be able to get the Axelavir from Dio. Then, while still under the effects of the drug, he holds onto Dio while the much younger man fights back. And that last part? That was all just so that he could use the number 9 door to cut off his own freaking arm in order to avoid being killed by his bracelet. Pretty badass.
Can also double as a Crowning Moment of Funny when you realize that he didn't NEED to scare the shit out of Dio to let the door cut his arm off.
Actually, it was probably a Batman Gambit on his part to keep the others from pulling him back inside, keeping the door from severing his arm, and allowing the poison to kill him.
At the end of Alice's Route, Sigma using what he learned during Dio's ending to get him to confess to being the leader of the Myrmidons and planting the bombs. You get to bust him in several other endings too, but it is much more simplified, and therefore not as amazing, in those endings.
To be more specific, in Alice's route, Sigma pretends he's a member of the Myrmidons, and then lies to Dio and tells Dio that Brother no longer trusts Dio to carry out his mission, so Brother sent Sigma to keep an eye on Dio. This causes Dio to go on a long rant about how that can't be true, Dio is trustworthy and Brother knows that...oops, Dio has just given away the plot!
Alice herself gets one in her route. Upon discovering that Dio's people were responsible for her father's death and after listening to him threatening to blow up the AB Game facility with the detonator in his hands, she knocks him to the ground, grabs his arm from his back and attempts to twist it off. Listening to him squeal in pain is satisfying after putting up with his Jerk Ass antics throughout several timelines.
Luna, when you piss her off by picking "Betray" against her. No, seriously. Two out of the three times, she'll break whatever orders she has been given to get Quark out. Keep in mind she's a robot who's second most important principle is "Follow all orders given, unless it conflicts a Thou Shalt Not Kill policy"