"Haruka Sora no Kanata Made", from A's. It translates as Into the Distant Sky. It's used for two powerful moments: When Nanoha introduces Vita to Divine Buster Extension, and when she walks out of the inferno.
The ending theme of Season 1, "Little Wish ~lyrical step~". It comes back in the ending of the first movie when Nanoha and Fate exchange their hair ribbons as "Little Wish ~lyrical step~ Instrumental & Strings MIX"
In the MOVIE 2nd A's, "Dear My Sister Dear My Memory" plays during the scene in which Fate and Alicia have their last heartwarming/tragic conversation in the dream world of the Book of Darkness.
"Sky Dancing" was used for the short but oh-so awesome Nanoha vs. Vita/Fate vs. Signum rematch in the MOVIE 2nd A's.
The Vivid anime gives a few gems in the form of transformation themes; Vivio's transformation theme has a bright, cheerful, 'soaring' feel to it, whereas the more serious Einhart gets a theme with brass and electric guitars. Furthermore, at the start of Episode 6, when everyone transforms together for the big mock-battle, the accompanying theme wouldn't be out of place in some of the later Pretty Cure series note those soundtracked by Yasuharu Takanashi, at least.