The fact that Jim picked Michelle when he could have had Nadia. In that one scene, we see that he's no longer the awkward boy that he was at the start of the film, but a man who has figured out where his heart truly belongs.
The whole proposal scene at the beginning of Wedding is pretty heartwarming in itself, even if it was pushed after Jim is literally caught with his pants down as Michelle tries to blow him under the table at the restaurant and Jim's Dad once again manages to pop in at an awkward time.
The moment in Wedding when Michelle asks Jim's Dad for help with her vows. You can tell that her brief reason for asking him meant a lot to the guy by his expression and quiet tone.
Michelle: Jim said that you were always there for him.
Jim's Dad: Jim said that?
In American Reunion when the two MILF guys reunite while watching Stifler and Finch's mom do it on the lacrosse field.
American Reunion - the look Jim and Michelle share when she ends up with a flute near the end... it's a lot more heartwarming than you might think.