The Mars Melee. You, the Vic Viper, and 20 or so LEVs against hundreds if not a thousand or more enemy Mecha Mooks. From the opening salvo of attacks, to the scramble to save your troops, to the inevitable Oh, Crap! you feel when the on-screen radar shows a wave of enemies coming down at you, the whole thing is an intense, frantic, and awesome battle that really shows off what the game's about, and how much power Jehuty really has.
Rescuing Ken. The mission, the music, and just the sheer amount of mooks you'll obliterate on your way up and out of there is beyond description in how heroic and awesome it will make you feel.