Most people find Flonne's "Love Speeches" really annoying, but she and her speeches can be found to be both adorable and heartwarming.
Koganesky and his father Zenisky are very sweet together. The best part is when Koganesky and his father hug, thinking their time is up. Of course Laharl can't bring himself to hurt them.
Maharl was a one-shot character that turned out to be Laharl's FAKE little sister. But the times the pair shared seemed genuinely sweet.
When Big Sis Prinny reveals she's Laharl's mother. Unfortunately the pair are reunited very briefly. Also counts as a Tear Jerker moment.
In the final episode Flonne decides to Go Out with a Smile. it's both heartwarming and heartbreaking at the same time.
Laharl choosing to spare Seraph Lamington despite his anger, explaining that Flonne wouldn't like it and would try to stop him if she could still speak.
While the anime takes some bits from the normal (only slightly less Tear Jerker) ending, the fact that Laharl not only comes back, but seems to restore himself to normal afterwards counts. Even if it was a bit ambiguous just before the credits rolled.