The end of The Hero of Ages. Also something of a Tear Jerker. Vin and Elend did sacrifice themselves to save the world, but they are now Together in Death and the survivors have now a better world to rebuild.
Sazed asking Tindwyl to stay in Luthdael.
Elend coming to rescue Vin at the end of the first book. Sure, this was before he Took a Level in Badass and as a result she wound up saving him, but it was the thought that counted- especially since Vin spent most of the book thinking that people were inherently untrustworthy. He may not have saved Vin, but together with the Inquisitor's revelation about Reen he just may have saved her faith in humanity. The ensuing scene is extremely heartwarming.
A passing comment by Vin reveals that Reen did all the killing, when necessary. Taken with everything else, it can be deduced he didn't want to expose Vin to that.
Kelsier's letter to Vin after his death: Farewell. I'll tell Mare about you. She always wanted a daughter.
My favorite moment of Well of Ascension and one of the best moments in the series: Vin realizing how much of a jerk she had been to her Kandra, trying to get to know him as a person and managing to make him reevaluate his own world view when she empathizes so deeply with him. In a bit of Fridge Brilliance this also leads to Vin being saved by said Kandra later in the book, despite the huge cost to TenSoon and the fact that he should not have been loyal to her at all. It's an example of Vin's empathy and compassion coming to the fore, things that she often fails to recognise in herself
Elend asking Vin to dance in The Hero of Ages. Doubles as a Crowning Moment of Funny when he pulls out a book, and then back into this category when it's the same book he was reading when they first met.
And Sazed/Harmony leaving a note for Spook, saying that he tried to fix them, but hasn't quite yet figured out how to put souls back, even if he can repair bodies. But he assures Spook that they're okay and happy together in the afterlife.
Spook becoming a full Mistborn thanks to Harmony, and the fact that it's said to be a belated parting gift from Kelsier, along with healing all the damage he did to himself by flaring tin too much, whom Spook had assumed to have completely dismissed him.
Also, Kelsier telling Spook he considered Spook a friend.
Heck, Sazed/Harmony's entire "last message" to Spook. Not only on the personal level, but that Sazed created books containing all the knowledge he'd held as a Keeper, so that the secrets of pre-Lord Ruler humanity still will not be lost.