Dirk giving Lloyd the key crest to help Marble, supplies for his journey, and wishing him well. What he says afterwards really sells the moment.
Don't forget that you're still my son, regardless of blood. Come back here anytime you need to rest.
Healing Clara after Rodyle's Ranch. It may be an optional sidequest, but it's a nice little detail. The sequel shows after two years, Clara has recovered fully and is the new Governor-General of Palmacosta, following in her husband's footsteps.
If Lloyd fails to get the Spiritua Statue in Thoda Geyser, whomever is closest to him at that stage in the story will rescue him.
Bonus points if it's Kratos.
Sheena joining the party to help save the people of Luin, who previously were the ones giving her shelter in Sylvarant.
Raine translating Volt's speech to help Sheena in the Temple of Lightning, particularly as before the two didn't get on very well.
Lloyd's speech after beating Kratos in their duel in front of Origin's seal.
Kratos: You've grown strong.
Lloyd: Thanks to you.
Kratos: Aren't you going to finish me?
Lloyd: I defeated Kratos, the angel who betrayed us. And I forgive Kratos, the hero of the Ancient War, who helped us. That's all.
The entirety of Welgaia and Lloyd rescuing the party members from their respective phantoms that attack their flaws. They break out because despite whatever flaws they have, Lloyd accepts them for who they are no matter what. The best examples of this is Genis & Raine. As well as Kratos.
Kratos: Begone phantom! My son needs me!
Kratos' Taking the Bullet moment. It's just after it's been revealed that he's Lloyd's father. He blocks an energy blast from Yuan, and asks Lloyd, "are you alright...? Good." and then passes out. And now his cryptic "Don't die, Lloyd" starts to make sense, and we get the horrible creeping feeling he's been struggling to help Lloyd from the shadows all along.
In return, every time after this scene where Lloyd calls Kratos "dad" also counts.
Practically every Flanoir scene Lloyd can have with the eight party members. They don't just tell you more about the character themselves, it also shows that each have grown close and trust Lloyd completely, they're okay with revealing their most vulnerable sides to them. Particularly in Zelos' case, who already starts out with the lowest trust for Lloyd.