One of Kitaoka's first plans in the Rider War was to give Shinji a heroic BSOD by making him think he killed Zolda. This brings Shinji to the brink of suicide. But Ren helps him by exposing the ruse, despite the fact he says he doesn't care for Shinji. After Kitaoka calls Shinji a fool, Ren says: "He might be a fool, but he may be a better man than you and I."
Really, most scenes involving Shiro and Yui qualify for this but special mention has to go to Episode Final's ending credits. It begins with a young Yui playing alone on the swings until a young Shiro approaches from behind. He calls for her and then the two run to embrace each other.
This even gets more heartwarming when you consider that the swings imagery was also heavily used for young Yui in the movie.
Combined with Awesome, Shinji shows he's a hero even when he's not a Rider in episode 19: He just finished off a Mirror Monster, but after returning to the shop he entered the Mirrror World from, he finds that back in the real world Ax-CrazyBlood Knight Asakura has held everyone inside hostage. Hearing a girl cry for her mother, he secretly holds a doll to her face from afar to calm her down. Even after he's found out and is given a chance to leave, he still stays inside because the girl was held as leverage. When he leaves, he gets knocked out by tear gas but managed to get the girl out unhurt. They were carried off to an ambulance, their hands still interlocked. This is the only time in the series where our resident Butt-MonkeyIdiot Hero gets any respect at all. Sadly, downplayed when not ten minutes later Asakuramakes his Rider debut.