Cissnei and Zack in Gongaga (regarding Zack's parents):
Cissnei: They're worried that, after all of this, you won't be able to find a wife.
Zack: What's up with that?
Sephiroth jerking the phone away from his ear when Zack gets excited on the other end is worth a mention.
And shortly after that, "Yes, Zack. For real."
The way that Zack said "Excellent! ... Um... Probably!" was hilarious as well.
The Magic Pot DMW has Zack thrusting his hands into said pot to rummage for rare items, while the Magic Pot looks to be twitching something painful. Add to that the grin and thumbs up he gives you when he grabs something, combined with the over the top 'Item Get' pose and fanfare. To say nothing of the other Chocobo Mode DMW cut scenes, like Zack and a Chocobo strutting up to enemies before leaping up to deliver a drop kick together, or Zack clasping his hands and almost praying to the Moogle to power up his Materia.
Lazard: Good... Unattainable dreams are the best kind.
"Uh-huh... Aaaand? And and and?!"
When building a flower wagon for Aerith, you can get parts for 2 extra ones: the second one is an improvement on the initial one, but the third one, which is built mostly out of Shinra parts, resembles an unholy mixture of a pram and a hot rod: when Aerith takes it for a spin, she's first confronted by Shinra scientist who wants to buy it for 10,000 Gil and turn it into a weapon (which Aerith actually briefly considers because she's poor) and then a group of Shinra soldiers that take it for a rogue robot and prepare to destroy it.
Some of the fan club emails hide these. The first Silver Elite email reveals Sephiroth to be kind of excessive. He uses the highest grade shampoo and conditioner made by Shinra, a whole bottle of each every time, and it has thirteen scents mixed in. Wow.