Just before Masquerade dies permenantly he tells Alice, who is afraid she'll be weak without him that she is strong in her own right and doesn't need him anymore. He then peacfully fades away into light.
After Dan and Drago defeat Spectra, Spectra joins the team. The heartwarming part is Helios, the mega jerk from before actually acting like a friend to the others.
Lync of all people when he chooses to sacrifice himself to deliver important information to Alice in order to save her life.
Shadow Prove of all people gets one when instead of saving his own hide and escaping. He grabs Mylene's hand when she's about to be trapped in another dimension. Once she gets over her own surprise at his actions, Mylene just grumbles "That was a stupid thing to do", Shadow just smiles and replies "I thought it would be way more fun to travel to the ends of the dimension with my new best friend!". This shows that he really does care about others, in his own way.
I liked it when Aranaut revealed to Fabia (and Kazarina) that he had been faking his amnesia all along so as not hurt Fabia.
When Lumagrowl (while fighting Aranaut) spots Kazarina now dead he loses his consintration and the battle. It's pretty amazing that somone like him would care about his partner so much.