In "Pilot", when Sherlock told Mantlo, "No, he [Saldua] was insane. And you took advantage." Sherlock was deeply upset at that point, angry and sorrowful, in a way that absolutely showed that this Sherlock was driven by one thing: a desire for justice so strong that he was willing to empathize with a insane murderer if that insane murderer was himself a victim.
Said insane murderer was a man literally begging his doctor to help him recover. He was a man who'd done and been through traumatic experiences (came from an abusive household apparently), had hurt people, and he was desperate for treatment. He was, as Holmes put it, not a murderer but a weapon. While there is a desire for justice behind Holmes' actions, it's not hard to draw a line between Holmes' fury over how Mantlo used Saldua and with his own mental instability. Holmes also has his own problems and self-destructive behavior, and as much has he snarks about "junkie jail" and "addict sitters", when he needs help, it is available to him. Something that Saldua also needed and did not get.
The look on Sherlock's face when Joan shows up to bail him out.
At the end of the pilot, Holmes and Watson are watching a baseball game. Holmes, impatient and hungry, tells her the outcome of the game before leaving. She doesn't believe him, but the game shows that he was correct. She walks downstairs and sees Holmes waiting for her by the door and he helps her put her coat on so they can go eat.
He does the same thing in "A Giant Gun, Filled With Drugs." It means a lot more that time.
After bickering over personal boundaries and Holmes setting a violin on fire, the episode ends with Sherlock quietly contemplating his violin before playing it as Watson is in her room reading.
Sherlock sending a bottle of a fancy restaurant's most expensive wine to a poor couple to celebrate him proposing to her.
After a private detective, who's an old friend of Captain Gregson, refuses to reveal important information pertaining to the case of the week, Holmes takes the detective aside and threatens to reveal his meth addiction, which would mean getting kicked out of the business. When the detective relents, Holmes then recommends that the detective seek treatment at the same rehab facility Holmes himself just left. Doubles as an awesome moment.
In "Child Predator", Watson brings Holmes coffee and he tells her that he isn't asleep, but merely reviewing the facts of the case in his head. Watson asks "You're talking to me? I thought I was just a cavernous expanse between two ears." Holmes' response: "Don't be so sensitive, Watson. The service you provide is very valuable." That's a big compliment coming from him.
From "Rat Race":
Gregson reveals that he's known about Sherlock's drug problem and stint in rehab all along. After all, he had to run a background check in order to keep Sherlock on a consultant. While he wasn't happy that Sherlock didn't tell him upfront, he still believed in Sherlock's capabilities and promised to keep the matter between them.
From "You Do It to Yourself" Sherlock sits with Watson at the end for Watson's friend to check into rehab.
From "Leviathan", Sherlock blatantly and shamelessly praises Joan for her work during dinner with her family.
Even if he does later play it off as 'everything I said was a lie'. This Sherlock is a lot of things, but a good liar (to Joan, anyways) he is not. Besides, Joan makes it clear that she expected Sherlock's reaction.
Joan's mom telling her the real reason she was against Joan being a sober companion is that she could (correctly) tell that Joan wasn't very happy with the job, but that Joan's mom can tell that she's happy working with Sherlock.
Sherlock wakes up Joan with a breakfast in bed tray. He even looks proud of himself as he waits for her to react.
"M." Oh, God, "M."
Sherlock opening up to Joan about Irene. Although he was more or less justifying his intended torture and murder of M once he found him.
Joan deciding to stay with Sherlock even though it's no longer her job.
"The Red Team":
Holmes eating soup while staring at the new team pet, Clyde, and making a poetic speech about the long life of tortoises with a sad look.
Joan talking to a visibly upset Sherlock. "You got clean. You picked up your career right where you left off. You even made a friend, something Catherine claimed in her article was virtually impossible. Me? I'm talking about me."
Sherlock wakes Joan up in excitement over a lead Gregson has, and he even opens up her closet to pick an outfit for her. The following scene at the hospital shows that Joan in fact, did wear the clothes Sherlock selected.
"A Giant Gun Filled With Drugs":
At the end of the episode, Sherlock confesses to Joan that Rhys gave him a baggie of cocaine, but he didn't use it. When Joan offers to talk, he decides that it's much more appropriate in a group setting, meaning that he's deciding to attend a group therapy session and asks Joan to join him.
Sherlock yelling "Watson? Watson!", clearly upset, after he hears over the phone that a gun is being fired in their apartment.
Detective Bell and his brother Andre reconciling after Andre is shot. Especially heartwarming as Andre is a ex-criminal and the brothers had a strained relationship.
Especially when it was revealed that despite the fact that he was shot in the back and didn't see his shooter, he wrote the note in blood that Marcus didn't shoot him because he knew his brother wouldn't do it.
Holmes asking Watson to stay with him, offering to pay her a stipend and let her stay in his home. Even more heartwarming when he says it's not an act of kindness; he claims that he's better when she's around him. Had Word of God not already said Holmes/Watson would never happen, this would be a good amount of Ship Tease.
Sherlock testing Watson's self defense skills (relevant, after the events of the previous episode) becomes heartwarming when he admits that if anything happened to her, he would never forgive himself.
Sherlock essentially takes a backseat during the entire episode to let Joan solve the case on her own, only prodding her when needed.
Sherlock: I wanted you to trust your own instincts... I expect my colleagues to do the same.
"Deja Vu All Over Again":
Holmes coming to bail Watson out when she gets arrested for breaking into a suspect's car.
Then later attempting to cheer her up after she goes into a Heroic BSOD due to her previous imprisonment.
Watson's other friends staging an intervention because they think Sherlock is a Bastard Boyfriend and they want to bail her out. They were wrong, and accidentally upset her in the process, but knowing her friends are actively proactive in trying to help her is still a testament to how good friends they are.
According to Clyde the Tortoise's official twitter, Ms. Hudson crocheted him a little tortoise sweater to keep warm during the storm.
After questioning a homeless man on potential leads in their case, Sherlock advises him to sell the stolen phones the man found for a higher price and gives him enough money to rent a hotel room to escape the blizzard.
"Dead Man's Switch":
After spending the entire episode making various excuses as to why he won't go to his one-year sobriety anniversary, Sherlock tells Joan that he can't accept the chip because he doesn't think he earned it - he relapsed on his first day in rehab. Not only is he incredibly vulnerable in that moment, but he says that while he'll tell his mentor Alfredo later, it didn't feel right to tell him before he told Joan.
Sherlock: When I pursued Moran, my entire life I had made one meaningful connection. That was with Irene Adler. You were preparing to take on a new client, I had every reason to believe I would be returning to my solitary methods of old. Since then, we've turned into a partnership. It's an arrangement I find very rewarding. You're an interesting project and I enjoy watching your progress. The thing that's different about me, empirically speaking...is you.
Joan: That is one of the nicest thing anyone's ever said to me.
Sherlock and Joan finding the very much alive Irene Adler. Sherlock is so moved, he can barely speak. Harsher in Hindsight when we learn the truth about Irene.
Joan and Sherlock's conversation in the bathroom.
Sherlock: Watson, you know that there are risks entailed in the work that I - that we - perform. We cannot do the work without undertaking those risks. But know this: as far as Moriarty is concerned, I will never allow any harm to come to you. Not ever.
Holmes telling Watson that the reason he didn't steal the Vicodin is because she'd be disappointed in him, not because he'd be disappointed in himself or was afraid it would cloud his mind and make him unable to work.
Holmes sticking up for Watson and giving her her props for taking down Moriarty when he couldn't even do it.
Holmes: You know, she solved you. The mascot. Watson. ...But, um, given your repeated claims to have eyes and ears everywhere, you said "There was only one person in the world that could surprise you." Turns out...there's two.
Irene/Moriarty's genuine concern for Sherlock when she thinks he's overdosed. She even wants to help him get clean. It's a little twisted, but sweet in its own way: Whateverelse she is, she's obviously given her heart to Sherlock.
Even more heartwarming because they'd had a serious argument earlier in the episode. The bee scene isn't just a Friendship Moment; it shows that they've reconciled.
And the metaphorical element. The bee showed him that even something that seemed isolated and alone could connect with someone normal.
In the kitchen, Joan replying to Mycroft's comment (Sherlock doesn't have any friends) with Yesterday I would've told you he doesn't have a brother. But he does.
In their own weird way, Sherlock and Mycroft attempt to repair their strained relationship. Mycroft blows up Sherlock's things and considers it a clean slate to start over.
Mycroft and Joan have a heart to heart about Sherlock as Mycroft hopes to repair his relationship with his brother after coming down with severe illness that made him rethink his life.
A small moment in the beginning, when Sherlock carries Watson's suitcase up the stairs at his old place. It may seem insignificant, but considering the relationship between Sherlock and Watson at the start of season 1, it shows it's come a long way.
"Solve For X":
Sherlock advances Watson 20,000 dollars, four times what she asked for. Also, he's genuinely concerned that her dead patient's son may be taking advantage of her. And then he asks to go with her to the cemetery, to pay his respects for her patient. Especially since his death is what eventually led Watson to work with him in the first place.
"We Are Everyone":
Moriarty's letter to Sherlock. Even though we know she is manipulating him again, it's very poetic and sad.
Watson's speech at the end when Sherlock stops reading Moriarty's letter to look at her, saying she feels really sad for him, that he is an amazing person and she shouldn't be the only one allowed to know him.
And then she starts writing the famous Dr. Watson's chronicles of Sherlock Holmes.
Sherlock tells a boy who poisoned his father (for sexually abusing him) and got away with it because someone else chose to take the rap for him that he'll be watching him and will catch him if he kills again... and then offers to be there for him if he needs someone to talk to about the hell he went through.
Joan buys a platypus skull as a gift for Sherlock.
"An Unnatural Arrangement":
Sherlock solves a minor case that was given to Joan, irritating her for "stealing" her case before she could gain valuable experience on her own. So he gives the biggest vote of confidence in her abilities imaginable, by letting her have a shot at the few cases that even he hasn't been able to solve.
Sherlock implies he has intense respect for Bell by referring to the other detectives that he's worked with as "Not Bell".
Sherlock encouraging Captain Gregson to try again with his wife and using his partnership with Watson as an example.
Gregson making amends with Cheryl at the same moment Watson opens the chest with a glowing smile and Sherlock observes from a distance.
"Blood Is Thicker": When Mycroft tells Sherlock that their father wants him to return to London and might cut him off if he doesn't, Sherlock is initially defiant before Mycroft reminds him to think of Joan. When Sherlock talks to Joan about the situation, he says that he values what they have in New York (expressing respect for Gregson and Bell), but is willing to move with her to London if she thinks it's the best option. Joan's response (re: Sherlock's father): "Screw him."
"On the Line" has two heartwarming moments at the end.
As a result of Sherlock solving the case, Tim Spalding is reunited with his wife Kathy, who'd been kidnapped several years earlier. They Never Found the Body, but they did find her bloody clothing, leaving Tim (and the audience) to suspect the worst.
At the end, Gregson gives a Rousing Speech where he defends Holmes and Watson from the cops who have been criticizing them.