Everything from the Grand Finale, particularly the music playing during Zuko and Azula's Agni Kai, appropriately titled "The Last Agni Kai". It is dramatic and intense, and its mournful tone underscores just how tragic the situation really is.
The music that plays during the final between Ozai and Aang, after the latter goes into the Avatar State, more specifically the part after Azula's complete breakdown. The song was also used again in The Legend of Korra game just before the final boss.
The Blue Spirit. When you hear this, you know whatever happens next is going to be BAD. ASS.
Season 3 Trailer Music, and the remix used in the sequel series trailer: Pure Awesomeness. It turns out that the "remix" was simply a video speed error that sped up the original song, but the "wrong" version is still pretty cool.
In subsequent airings of "Sozin's Comet", the four parts were broken up, with a "Previously on Avatar" recap for each. The music playing during the recap for "Part 4: Avatar Aang", is pure, distilled awesome, and you just know that whatever happens from there on out is going to be spectacularly EPIC. There's a short, high-quality version and a full-length, low-quality version. Prepare to feel the AWESOME.
The awesome battle drums in "Invading the Palace", when the Gaang make their way to the Earth King in the eponymous episode.