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After the first year in the other world when Shego returns to Kim, saving them both from solitude-driven madness and taking the first steps toward friendship (and eventually love).
After the St. Louis earthquake, when Kim finally makes her way back home after Shego had given her up for dead and settled into a joyless going-through-the-motions life after a failed suicide attempt.
After they get back home, when Kim finds Shego after she had disappeared (by turning herself in and persuading GJ to keep her imprisonment secret, because she'd decided it would be best to drop out of Kim's life for a few years).
Kim's heart-to-heart talk with Ron about what she'd been going through, after she attempts to seduce him to prove to herself that she's straight.