In Sander Cohen's apartment, you can find a male and female Splicer slow-dancing together. No violence, no spewing hatred. Just the two of them, deeply in love, enjoying each others company. They won't even attack you unless you disturb them. For the romantic player, it's oddly touching to see that, even in the depths of depravity that Rapture has become, love can still exist.
Thanks to Bioshock Infinite, this is the canon ending now.
Saving each Little Sister is a minor CMOH in itself: you put a gentle hand to the girl's brow and hear her gasp/sigh, along with a few bars of Garry Schyman's achingly sweet violin theme, as everything goes white. When you can see again, she thanks you and scampers off to the nearest vent.
If you've been saving the Little Sisters throughout the first game, you'll see all of them playing in Tenenbaum's sanctuary. They basically start heaping praises onto you and say you're going to save them. That fact alone can give you the fuzzies.
The Little Sisters cheering you on as you battle Fontaine to the death. "Stick it in the bad man!"
As you learn more about them from conversations and audio diaries, you discover that both the Little Sisters and Big Daddies have been genetically manipulated, surgically altered, and mentally conditioned to the extreme. Most players would naturally assume that the Big Daddies' desire to protect the Sisters would be as artificial and unnatural as the monsters themselves. Yet in Bioshock Infinite; Burial At Sea, you finally learn the truth; Every artificial attempt to make the Daddies bond with the Sisters failed miserably, but when the Sisters began to heal sick or injured Daddies using their ADAM, they bonded almost immediately. The Daddies' willingness to protect the Sisters, even to the death, was a choice born out of love, not science. Somewhere beneath the metal and meat and the countless alterations, the Daddies were still human enough to sincerely love "their" children.A Man Chooses, A Slave Obeys.