At the end of your last mission to Olympus Coliseum in 358/2 Days. Phil ends up saying "Roxas, don't be a stranger", showing that he started to care about the Nobody.
The interactions between Roxas and his friends are a prominent moment. Which contributes to the massive Tear Jerker ending.
A minor one, but seeing Organization XIII from the perspective of someone whom they aren't opposing, as largely Punch Clock Villains, is kind of nice.
This particular scene, made even more heartbreaking because you actually see Roxas's and Axel's friendship in this game:
Roxas: (as he's leaving the Organization) No one would miss me.
Axel: That's not true! [more quietly] I would.
Meta example: The game is dedicated to Wayne Allwine, late voice actor for Mickey Mouse.
Roxas taking Xion up to the clocktower for ice cream.
Maybe it was minor, but it was really nice seeing Riku interact with Xion and Namine, throughout the game. He would always try to make sure Roxas, Xion, and Sora could all live on, independently first, before even making an attempt to revive Sora at the cost of the others. That was always his first question when DiZ or Namine told him he'd have to interfere. What's more, he didn't force Xion to rejoin with Sora, either. He took the poor girl under his wing, explained the situation to her, and looked out for her. Riku let Xion make her own decision. He didn't fight Roxas until the very end and he only intervened because Xemnas would have turned Roxas into a Dusk or just killed him; not only because it would keep Sora from waking up, but because he promised Xion he'd protect Roxas. Riku was never really as bad as he thought/said he was.