One that could only come from a Chivalrous Pervert of Issei's caliber: when Sirzechs brings up the idea of using Gift on Rias' breasts, it keeps Issei up all night, not fantasizing over the result, but puzzling over exactly what the enhancement would do. Or to put it another way: Issei already considers Rias so perfect he literally cannot think of a way to improve her.
Volume 3: Kiba's friends in the research facility all encourage him to move on and live in the world for them.
Akeno reveals her true lineage to Issei and fears that because of her being a fallen angel, he might start hating her. Issei quickly disproves her, saying that he still likes her in spite of all this. This leads to Akeno declaring her true feelings towards him.
Issei asks the Archangel Michael himself (who now rules Heaven) if he can allow Asia and Xenovia (now Demons and therefore racial enemies to Angels) to pray without pain, knowing how much they love God, a request that Michael graciously grants.
"The Almighty Himself did believe in forgiveness and redemption, so I suppose exceptions to this outdated punishment are acceptable."
Ise wasn't enraged at Vali's threat to halve the girls' breasts just because he likes them big. No, he was furious because he knew how bad Koneko's A-Cup Angst is, and how badly making her breasts shrink would traumatize her.
"You fiend! Koneko's already insecure about her small breasts. If you cut them in half, they'll disappear! Do you realize how much pain that will cause her?! I will never forgive you!"
Volume 5: In the anime, Akeno repairing her relationship with her father.
Koneko asking Issei to give her courage and Issei giving her encouragement and promising to stop her if her power overwhelms her.
Koneko sits on Issei's lap and makes a cat smile.
Asia declares her love for Issei, while giving him her first kiss.
After Asia is saved, Xenovia glomps her and begs Asia to never leave her alone again. To put this in perspective, three volumes ago, Xenovia was calling Asia a witch and a heretic and threatening to kill her.
This line from the anime after Issei uses Dress Break to save Asia's life.
Issei, Vali, and Odin in one room with Odin mentioning that he's willing to bet on the new generation. Seeing as he was introduced as A God Am I who laughs at the younger generation, this says something about him. Seeing an old man watching the younger generation grow up sure is heartwarming.
DX 1: In Abduction ERO, despite the great chance of having an unperverted Issei, all of the girls, instead of finding this a blessing, are all freaked out by the unpervert Issei, even finding him either wrong, sick, or sad to look at, proving that despite how troublesome Issei can be as a pervert, the girls fell in love with the perverted Issei and loved him the way he was. Even Koneko, who hated Issei being perverted the most, tries hitting his head several times to return him to normal, as she misses being looked at like a woman.
In a way, without his perverted nature, Issei becomes the type of guy who talks about wanting world peace and acts politely. It might hint that this might be what Issei truly is underneath without his lustful nature.
Volume 10: All the other girls comfort Issei to get him over his past trauma with fallen angel Raynare and encourage him to confess to Rias.
This shows that the other girls, despite loving Issei, want Issei to be with Rias because Issei truly loves her, and they want them to be happy. This still doesn't stop them for being a part of his harem.
Also in Volume 10, Sairaorg's mom finally wakes up after being in a coma for a long time.
Not to mention Issei finally has the guts to tell Rias that he loves her, leading to Rias crying with tears of joy and happily responding that she feels the same way.
Volume 11: When Kuroka is messing with Issei and Koneko, Ravel storms into the room. You would expect her to throw around some tsundere lines about Issei, but that isn't why she's there. Ravel walks up to Kuroka and threatens her to her face to make her stop teasing Koneko, or else. Kuroka backs down.
Volume 12 has Ophis finally happy to be with Issei after an entire lifetime of having no friends whatsoever.
Kiba gets to watch the television, and it shows that the children are waiting for Issei to rescue them and they believe in him. This makes Kiba break down into tears for Issei.
Issei may have died, but his will is still inside Rias' pawn chess pieces to the point one of said pieces becomes Ascalon and encourages Kiba to fight on. Everyone present has a pawn piece with Issei telling them to fight on as well.
Issei comforting the kids in their dreams that he will come and rescue them if they draw a circle in the air, point in the middle and sing the Oppai Dragon song. At first when he wakes up again, he think that it was all just a dream, until he hears the kids singing the Oppai Dragon song. Normally, he would be just displeased, but this is the one time when he actually can't hold his tears back because he is able to bring smiles to kids even though the whole Underworld was attacked by the Khaos Brigade.
And the one that made this all possible is Great Red, who found both Issei and Ophis at the Dimension Gap.
The reason Tannin decided to become a dragon-devil: preserve the dying race of a certain dragon species.
Volume 14: The prologue focuses on the fact that all of the girls have gotten much more attached to Ise after they thought he died. And it isn't in a sexual way; they simply want to to be closer to him as much as possible, like they're trying to reassure themselves that he's still there.
Also from Volume 14, Ravel's talk with Issei about how she knew he would rescue her, just like how he came to rescue Rias in Volume 2.
Volume 16: It doesn't matter for the group whether Gasper's Nightmare Fuel self is scary as hell; it's still the same Gasper who they knew, and that won't ever change for them.
Granted it is hilarious on how it comes to be, but both Ddraig and Albion finally reconcile after engaging in their own Forever War with each other.
Issei and Ddraig reaffirming that both of them are Vitriolic Best Buds in volume 17 when Euclid offers Ddraig the chance to side with him with the intention to unleash his full power. Ddraig lists a lot of frustrations about Issei with the latter snarking, but Issei already knows what Ddraig's answer is.
Volume 18 has an Issei and Irina moment where after hearing of a tragic story of what happened to Kuoh town before Rias became the presiding devil, Issei reaffirms that the two of them are childhood friends and that nothing will separate them.
And earlier in the novel, Issei and Irina reminisce about their childhood and they almost manage to go all the way if not for the rest of the girls in the house killing the moment as usual. For all the (lighthearted) jabs at being Issei's "self-proclaimed childhood friend", it goes to show that Issei really does see Irina as his childhood friend.
Volume 20: Rizevim forces Issei to drink dragon's blood, making him transform in front of his parents. His parents don't care, recognizing first his voice, then the way he hugs them back, no matter if he's 8 feet tall and armored.
The next volume builds on this: Issei's parents completely accept his lifestyle as a Devil, to the point of attending his High-Rank promotion ceremony in person - an event which takes place in Hell.
In the special volume called EX, set in the future: despite Team EX (Issei's future children) holding no resemblance to their father and him barely being home, they did inherit his will to fight and protect their family members.
Even sweeter that despite all of them coming from different mothers, possibly some being bastard children, the team still sees each other as true brothers and sisters.
Even if it wasn't shown on screen, imagine the pure joy Issei's parent face in the future when their dream of having grandkids comes true. Airi points out that their grandfather comes and eats dinner with them from time to time.
Despite how busy Issei becomes in the future due to his hero duties, Issei will still rush to protect his loved ones...unfortunate that each of his harem lives in a different part of the world; due to saving five of the others, he couldn't save Asia.
Future Gasper tells Ex that Issei has a reason for not always being around much, showing that despite how many years have passed or how strong and mature Gasper became, he still has high respect and friendship with Issei for many years, even still seeing him as his senpai. Another extra point goes to Gasper for no longer wearing girl outfits, showing how much he has grown as a man.
Ex coming into terms with his father in the past, realizing that he does care about his family and has reasons for not coming on time.
Rias not only married the love of her life, but became the head of her clan...for quite a while and went on to do something she loved to do: Rating Games. This shows that, despite the present version of the game being revealed as corrupted, it is fixed in the future.
Hell, everyone in the harem either married or became lovers with Issei. Even though he isn't always around all the time like they wanted, they still remain his lovers and had children with him.
Even during a war against gods, Issei remain his bright, but goofy self during all those years, showing that no matter what bad things happen in the future, they won't affect Issei in a negative way and he will remain the hero of the Underworld.