All the Captain and Shute moments that aren't totally silly qualify also. Especially the bit during the last episode where Shute and Captain are watching the sunset. Talking about how much they've changed.
Once when Bakunetsumaru was lost he had a brief run in with Tallgeese. He showed him kindness and told him that helping people is what being a warrior is all about. This would prove to save all of there lives later on.
You think that's good? You should hear Genkimaru's speech to Captain. Of course that might be more like a awesome moment.
Genkimaru: Have a little faith in yourself why don't yeah!
Captain: I do have faith! I just.. I'm just not sure I can do it, alone.
Genkimaru: What do you mean alone? Your never alone! What about that Soul Drive your carrying around inside your chest? Your the one who told me that the path you chose was all because of that device, and that it was your connection to Shute.
The vision of the future Shute receives where everyone including a non-evil Madnug is just hanging out at Shute's house.