Hei taking out numerous contractors to get to Claude and Yin at the beginning of the 4th OVA episode is full of awesome.
Early on when it's revealed that Hei's powers make his jacket bulletproof, and the ensuing fight sequence.
(after firing several shots into Hei's back)
Alan: Who'd have thought he'd fall for it so easily? Did Louis really buy it from this guy?
Mao: A pity. Just by him putting it on, Hei's jacket becomes bulletproof.
The assault on the cultist HQ. Hei and Huang infiltrate the place quietly and pump it full of knockout gas. When things get hot, Mao transfers his mind to a bird, using mortar shells to provide air support!
The amazing teamwork between the members of the Secret Intelligence Service, specifically between November 11 and April.
Speaking of November 11, his introduction and subsequent fights throughout the series are all awesome, but it's his killing of Decade and a room full of heavily armed agents using nothing but a bottle of bourbon that really takes the cake. Sure, it happens off screen, but still.
Any time the song "Total Eclipse" plays in the first season. Listen.
The Inter-Sequel OVA opening. Hei is up against three contractors in an oil refinery. He wipes the floor with them.
For Yin, it is probably in the first episode of the Gaiden OVA, when she uses her specter to force a contractor with the ability to control people to shoot himself in the head, saving Hei's ass.
Season 2's He's Back moment, when Hei pulls off the meticulously executed kidnapping of Yōko Sawasaki, the woman who painfully depowered him in Tokyo International Airport. He utterly outwits Mina and Genma, who are trying to stop him with their contractor powers. The kicker is when Hei, who is confronted by Mina, chucks his tool box at her. She slices it open to reveal his knives, which he then grabs, attaches his zip cables and uses them to give him a boost as he kicks her in the guts.