The episode wherein Hamaji befriends Suzu at the girls' boarding school tops most of these moments showcased thusfar in the show. NO ONE EXPECTED SUCH A HEARTWARMING FRIENDSHIP EPISODE AT A GIRLS' BOARDING SCHOOL IN A SHOW FILLED WITH DUDES. Though this was only the second of such female friendships shown, it was particularly touching.
Before that, let's not forget that Hamaji's attempt on befriending Ayane in several episodes earlier. It's also thanks to their friendship that Chikage defrosts.
Dousetsu's confession to Yukihime, and his resolve to find his lost sister, could be seen as incredibly sweet as well...if he could figure out where she was. (Regardless, the scene with Yukihime is still heartwarming.)
Sousuke and Shino's relationship in general, platonic or otherwise. Sousuke acts as if he were Shino's mother, or at least an extremely protective older brother. He is constantly advising Shino to be careful, to keep up his strength, and isn't adverse at all to sacrificing small things for him and carrying him around as if he were five years old. Shino adds to the act by being himself, and also displays frequent moments of affection.
Kohaku and Shino's interactions. This becomes a Tear Jerker in episode 12 when Kohaku has to be Mercy Killed by Shino to prevent her from losing her humanity even further.
Princess Yana's guardians begging her not to leave them.