While it's a dark ride, it's also oddly endearing that Bond is willing to turn his back on MI6 and risk his life so much just to pay back Felix for all the aid he's given Bond over the years.
Q showing his Undying Loyalty to James. Later, Bond telling him he would have been a great field agent. Of course, Q already proved that in Octopussy, but he basically only contributed a hot air balloon. In this film, he spends more time with Bond actively helping him on-site.
"For James. Love Always, Della and Felix".
Felix recovering from his wounds to send James his thanks. After having lost everything, including his wife, Felix lives to receive the justice he and Della so profoundly deserved.
One of the drivers actually stops to help his buddy out of a burning tanker in the climactic chase.
At the end, Bond rejects Lupe's advances and instead joins Pam, who's been helping him throughout his escapades.
Bond looks down upon Pam throughout much of the movie, but in the end, after finally killing Sanchez, Pam shows up in a truck to take Bond home, and it's the first time since the beginning that Bond is genuinely happy: