What the Denarians did to Ivy in Small Favor. Torture of adults is horrible enough, but to a child? Nicodemus may be Affably Evil, but he is still, at the core, a monster, and that scene solidifies it.
The hob attack in the subway. Or more specifically, Harry mentioning that hobs don't just kill their victims, but like to drag them back into the Nevernever.
The description of what Harry feels like when he realizes he has been Mind Raped into forgetting about fire magic. It really brings home the horror of what it would be like to have someone rummaging around in your mind, even when it's after the fact.