When Haruhi opens up to Kyon in the first novel and tells him why she tries so desperately to live an extraordinary life. It's obvious that, at least from her epiphany on, that she didn't have any friends. In the beginning of the novel, she's very hostile to anyone who tries to befriend her. For her to open up like that to Kyon is huge.
The Sigh of Haruhi Suzumiya
After getting into a fight with Haruhi over the movie, Kyon catches her tying a ponytail and she becomes utterly mortified.
The Disappearance of Haruhi Suzumiya
The movie shows that despite Haruhi being a selfish, arrogant and sometimes abusive leader of a group of people who are pissed off at her for various reasons, the world is a better place with her and her godlike power. Because, until Nagato changed reality, there was no flu epidemy, much fewer sick students and even a girl who wanted to date Taniguchi. Okay, we learn later that the girl in question is a malicious alien sent to spy on Haruhi, but all of that still shows how much Haruhi cares for the world around her and wants it to be a little brighter.
After fixing the timeline and waking up in the hospital, Kyon promises Yuki that if the Data Overmind ever tries to punish her for developing emotions, he'll tell Haruhi everything, make her believe by telling her "I am John Smith" , and join the rest of the SOS-Dan in a crusade against the Data Overmind to get Yuki back. By rewriting the universe, if necessary.
Also the brief shot of Yuki holding her hands up as it snows from the first season's opening gets an awesome and heartwarming callback. Especially considering how the series came out of nowhere to such great success.
Haruhi spent three days sleeping in the hospital, watching over Kyon. And then Kyon gently brushes the hair from her face, traces the outline of her lips and touches the corner of her eye.
The entire wakeup scene qualifies. Haruhi shows her feelings by turning her normal personality Up to Eleven.
Haruhi: Let me know when you're going to wake up BEFORE you wake up! You can't just expect a girl to wake up and be ready like that! Haruhi: If you think getting hit on the head and not waking up excuses you from your duties, you got another thing coming!
Which is ridiculous even for her. How does Kyon respond to all this? By not being snarky despite Haruhi's perfect setup lines. Shows how he feels also.
"Quiz time's over! Time to answer the question! Don't you think that Haruhi, and all the weird things she made happen, were just a little bit fun? Spit it out!" "Yeah, of course I do! Of course it was fun! And I loved every minute of it! Don't go asking me stupid questions that are so... OBVIOUS!"
Yuki is quietly reading in the Library after the credits rolled, she sees two young children doing the same thing she and Kyon did their first time there. Yuki looks at the children, then looks at the audience and covers her face with the book she was reading, d'aww...
Kyon's absolute desperation to find Haruhi above all else when the world changed, and his reaction on finally seeing her. It wasn't just relief and joy. It's slightly more heartwarming, too, because she's the one thing that was on his mind the entire time. So much so that he probably wouldn't have considered tracking down Asahina and Nagato if they weren't already there; after all, Koizumi didn't even cross his mind as someone to try and find. He wasn't really thinking about Asahina or Nagato until he bumped into them or thought about the club room. Haruhi was his top priority, and not just out of worry that she changed the world.
The Rampage of Haruhi Suzumiya
The first episode of "Endless Eight." Before you find out what's actually happening, it seems like the Brigade hanging out together and having fun like a group of ordinary friends.
Once it's all over after a grating eight episodes, Kyon and Koizumi celebrate by having a nice and relaxing game of cards without interruptions, glad to be out of their predicament. Those two needed a breather.
Every so often, watch Kyon's face when Haruhi gives her genuine smile after informing the rest of the Brigade their "payment" for work is the frog costume. His reaction almost says that he just fell a little in love with her and knows it.
The Wavering of Haruhi Suzumiya
The conversation between Haruhi and Kyon near the end.
The Intrigues of Haruhi Suzumiya
When Kyon realizes the true meaning of Haruhi's treasure hunt: a distraction for giving Valentine chocolates. He even forgot the date (thus the reader isn't informed) because of having a crazy and tiring week prior so the shock is even greater. So heartwarming in fact that Kyon is almost brought to tears.
After meeting the new factions, Kyon talks to Nagato about it. She asks Kyon if he's afraid, then says that she is not afraid. Kyon agrees, thinking of the solidarity of the SOS Brigade. The manga makes it even better, with the looks exchanged between them and the panel of them striding forward together into the sunlight.
The Dissociation of Haruhi Suzumiya
Itsuki promised Kyon that if he ever has to make a choice between siding with the Organization or the S.O.S. Brigade, he'd choose the S.O.S. Brigade.
Haruhi doting over Yuki when she is "sick" in the tenth novel. Kyon's narration even sounds warmly affectionate and proud of her genuine concern for a friend.
Kyon's thoughts after leaping out of a window to catch a falling Haruhi. As they are falling down (possibly to their deaths) he thinks to himself "at least we go out together." Awwwww.
When Kyon is bouncing around in time, he ends up in the future, apparently at Haruhi's college. Haruhi greets him with a warm smile (before she realizes he's from the past), and it's implied that Kyon is going to the same college. This is an especially cozy moment (particularly for shippers) when you remember that at the end of "Wandering Shadow III", Kyon had recounted receiving a book from Nagato about a romance between two high schoolers moving onto college together, making mention of Nagato's known talent for "fortune telling" in the same thoughts.
Kyon's final conversation with Sasaki, where, after Sasaki reveals how she's wanted friends all along, Kyon thinks to himself that he won't see her for a good while after this, but when they do meet again, he'll be sure to greet her with "Yo, old friend." Awwwww!
One of Kyon's lines: "Nagato, Haruhi, and Asahina-san. Those three are enough to fill me so full of happiness that I think I might just burst." Squee.