The entire Finalhazard battle is Heartwarming and Awesome all rolled up into one. Sonic and Shadow are constantly giving each other encouragement - they attack it in turns, and remind each other to rest and regain their Rings when it's the other's turn to fight. There are also the calls coming in from their teammates to further cheer them on (yes, even Eggman), and at one point Shadow will call out to Maria, telling her to watch him fulfilling her wish.
After Knuckles saves Rouge from falling to her death, not only does he apologize for hurting her, but just before she leaves, Rouge glances back at him with a smile on her face.
There's also a moment where Shadow rescues Rouge because she reminds him of Maria.
Right after Knuckles saves Rouge there is a long moment... before she angrily yanks her hand away.
In the scene before the Final Rush stage, Knuckles sees Sonic appearing right before him dropping to the ground and comes to check on him. Sonic explains that he used Chaos Control with the fake Emerald to escape the exploding capsule Eggman trapped him with. Knuckles picks him up on his shoulder, asking him if he's okay. This scene pretty much shows that despite their differences, the two do look out for each other.
Amy reasoning with Shadow to save the Earth.
Amy: I know that people fight over the most trivial things. Some people may be selfish, like the professor said... but they're basically good, if they try their best and never give up on their wishes. They always have a reason to be happy; that's why you should help them out! Saving them is a good thing! Shadow, I beg you, please do it for them! Give them a chance!
The last scene where Knuckles and Rouge share a moment, with Rouge declaring that she's thinking of something else other than jewels while holding and staring at Shadow's ring.