Van has a couple in GUN×SWORD. His epiphany and complete dismantling of Woo definitely earns him a few fans, especially due to Woo's Narm preceding it. But his true moment is in the second-to-last episode: just as things are at their bleakest, "Dann of Thursday" sounds during the Eye Catch. He then plummets out of space, launches himself at Michael's previously-unbeatable Saudade of Sunday, and smacks the hell out of it, finally ripping it apart with a V-shaped slash. As one fan put it, "Michael got fucked."
Michael's response to Van beating the daylights out of him by repeated rams with Dann's transformed mode. "He's not supposed to be able to do something like that!"
Ray's death scene counts simply because Ray managed to make the previously unflappable Big Bad panic. Knowing he's about to die, he fires one shot at the Claw. The Claw absentmindedly swats it away and tells Ray he missed. Ray just smiles and points. The Claw turns around... and gapes in horror as he sees he's swatted the bullet into the gears of the machine fueling his lifelong plan.
An earlier CMOA was his total pwnage of Fasalina/Dahlia of Wednesday, in which he proceeds to fight her agile, superadvanced armor, versus his slow, Badass Normalmodified mining armor, and win. While half-blind.
Anything the El Dora Five do. Anything.
Van and them get a combined CMOA in the final episode, doing a totally AWESOME Fastball Special.
The fact that Van actually remembers Priscilla's name. Everyone freaks out, and the music in the background all but screeches to a halt when he calls her by her actual name. Meanwhile, Van and Priscilla can't understand what could possibly be the problem and just go on talking.
Joshua Took a Level in Badass in the final episode, and manages to utterly fuck up The Claw's plans by sabotaging the entire power grid of The Claw's floating terraforming fortress.
What's great about this is that he's NOT doing it for revenge, either, but to give meaning to his brother's death, which suggests that even in this revenge-laden anime, revenge isn't the only reason for saving the world.
Van has a talent for making his Big Damn Heroes moments into these. Seriously, pick anyone you like.
Meta-example: The entire premise. Seriously, the anime managed to make a Roaring Rampage of Revenge not only heroic, but did so in totally epic style.
Also, Van is a walking CMOA as an anime character. When you can channel the awesome of Sanger Zonvolt/Wodan Ymir, Spike Spiegel and Vash the Stampede in the same character, you are guaranteed to be a totally cool badass.
Let's give Wendy some credit, too. In her final confrontation with Michael, she's able to articulate exactly what is wrong with the Claw and his plan more clearly and fully than anyone else in the series. She also proves that she's willing to follow through on her statement back in episode 13 that if she decided that what Michael was doing was wrong, she would stop him.
Watch the first episode without knowing its a giant Robot anime, then see Van summon his robot, your mind may explode.