Being a member of the Tokiha family appears to be a prerequisite for heartwarming moments in Mai-HiME. Mai gets one in the last episode, when she finally says "I love you" to someone, after spending most of the anime actively avoiding it. The recipient is the person you'd least expect (or most, depending on your character preferences): Mikoto, right in the middle of a risky and potentially life-ending Cooldown Hug. Mikoto, who'd been struggling with figuring out "that thing called love" for the last few episodes, returns the favor shortly after the Grand Finale.
There's also another instance in the manga, where a sick and exhausted Mai (who up until that point had been the Mai-HiME poster girl for Don't You Dare Pity Me!) finally admits - both to herself and to Yuuichi - that she's happy he showed such care and concern for her when she fell ill.
There's also the special to Episode 25, where Natsuki talks about how being friends with Shizuru, Mai and Mikoto helped her open up, notes that Shizuru's feelings for her and Mai and Yuuichi's feelings for each other convinced her that people could not live alone, and ultimately thanks everyone who has been there for her. Considering how common Love Makes You Evil is in this series, it's nice to see a case of it changing someone for the better.
The ending, and especially seeing Break the Cutie victim Akane finding happiness.