The Season 3 episode "The Wedding," when Crystal marries Dan's father, Ed. Dan has been vehemently opposed to their relationship the whole time. At the last possible minute, as Roseanne walks down the aisle alone (as Matron of Honour), Dan—who's not speaking to anyone, including Roseanne—runs up and joins her. The look on Ed's face is gold.
The entire episode of Darlene's wedding but especially Mark and David's conversation about their parents as Mark ties his tie:
Mark: Will you just shut up about them already? Man, they never did anything for us. They kicked me out of the house when I was sixteen, and they treated you like a dog. The Conners are your parents now, ok? You and me both. They saved our asses.
David: Well, Mom and Dad gave us life, ok? Maybe one of us a little more than the other, but still.
Mark: Hey, hey, hey. It's a slap in the face to the Conners for you to be hung up on a couple of jerks who haven't even bothered to call in the last four years.
Made better a moment later. As Mark gives David the above advice, he's tying his tie for him.
David: Hey, where'd you learn to tie a tie?
Mark: Dad taught me, now I've taught you. You don't need him for anything now.
The episode where David moves in with the Conners. They spend the entire episode telling David that he can't live with them. They go over to apologize to David's mother, since they thought she came up with the idea, which she didn't (Darlene and David cooked up the whole scheme in an attempt to stay together when David was supposed to move). When they mention it, she flies into a rage, including calling David a worthless little bastard to his face. The empty look on his face is heartbreaking. Roseanne had already shredded her previously in one of her glorious beatdowns, but hearing that was enough for her to simply say:
Roseanne: All right, I'm changing my mind. David, you can come live with us if you want to.
Darlene is playing the role of the cynic Up to Eleven in the Disney World episodes...until she meets Winnie the Pooh and melts into a puddle of fangirl gushing about how he was the first book she ever read and he's always been her favorite.
At the end of the series, everyone visiting Darlene and David's baby, Harris. David sums everything up in the most wonderful way.
David: Hey. Had a lot of visitors today, didn't you? I hope nobody frightened you, because they all love you very much. There's a lot of love here, in this house. You might hear some yelling or some-some naughty words, but... sometimes the love is so strong that they can't contain it.
During the visits, we also find out that Becky and Mark are expecting. Mark asks when to let everyone know, and Becky says to put the news off for a little while, so that Darlene and David can have their moment in the sun. Later, after everyone else has left, Mark comes back to play with Harris by himself.
Mark: Oh, man... this dad thing is going to be great.
In an early episode, Roseanne and Dan are fighting over whether or not Roseanne has all of the responsibility around the house (and Dan is trying to prove he has plenty of capability for domestic tasks.) Suddenly, Darlene gets a bad cut on her finger, and the two drop the fight and whisk her away into the kitchen. Dan holds Darlene's finger over her head and bandages the wound, while Roseanne comforts the very freaked-out Darlene by reminding her of the fun time they all had at the demolition derby. When the wound is treated and Darlene runs merrily on her way, Roseanne and Dan exchange a look, and Roseanne asks Dan if he's hungry and starts preparing dinner. They each came to the realization that, while they each have different strengths, they work extremely well as a team.