Per wiki policy, Spoilers Off applies here and all spoilers are unmarked. You Have Been Warned.

General:

The (VERY) few episodes where someone doesn't end up in hell tend to have one of these as well.
The episodes where Ai's companions show they care about her.

Courtesy of the final episode of Season 1. Ai attempts to expose Hajime as a hypocrite to his daughter Tsugumi by summoning a manifestation of his wife's car accident, to which we saw him responding in flashback "it's not my fault". This accident happened, mind you, after he rejected her attempt at reconcilement and she ran to her car crying. But when he sees the scene, he bursts into tears, emotionally crushed at the reminder that his wife died because he wouldn't forgive her. So Tsugumi decides to stand by her dad and rejects Ai's offer to send him to Hell.
- Ai burning down the temple is also this, since it means that she finally forgives Sentaro for not saving her.
Episode 25 of Season 1 is ultimately tragic, but Ai's parents are shown to be loving, caring guardians despite her status as an outcast - to the point that they would defy village tradition to attempt to keep her safe.
A brief but touching moment an episode of season one: a young circus performer is mistreated and locked up in an old warehouse, while her twin sister is spoiled rotten. Upon finding the abused girl (who is staring into space and singing quietly to herself), Ai silently lays a hand on the girl's cheek.
- Ai seems to sympathize with people who have been betrayed by those they cared about. Probably because she'd been stabbed in the back, herself...

Shun Shishido, the true Victim of the Week of Episode 5, might be the luckiest character in etirerity of Hell Girl. While repeatedly beaten up, mugged, and coerced by Len Yamada, he managed to refuse the temptation to use Hell Correspondence, deciding that an eternity of torture for some comparatively small earthly gain isn't worth at all. Shishido's mental endurance against Yamada's abuse finally got nicely rewarded in the end, as Yamada died (in the most karmic way possible no less) and went straight to Hell, while he doesn't have to condemn his soul for damnation ofter death.
In episode 16, Hone-Onna's interactions with Ran, whose wara-ningyo she is at the moment, even though she cannot talk to her until the end. Highlights include Hone-Onna complimenting her beauty after an older woman pretties her up, and helping to enter that woman's name into the Hell Correspondence for having stabbed Ran.
At the end of episode 17, Hone-Onna calls Wanyuudo and Ren her friends. Ren disagrees, as he's never seen the others as friends... He sees them as his family.
- Even better, in the same episode, When Nene's mother goes to hell, Ai is with her on the boat when she notices it was Ren who was watching over then the whole time, as she asks Ai to look after her daughter to tell her if Nene is doing okay from time to time. Ai keeps without any emotions, making the woman lower her head for thinking that she was declining her request, only to Ai to say that she would ask Ren to do so.

A brief moment in Episode 25: At one point during Yuzuki's backstory, we see a younger Akie come across Yuzuki while she's sitting by herself by a riverbank, and she gives Yuzuki a piece of candy to try to cheer her up. Clearly this moment stuck with Yuzuki, since we had actually seen a brief glimpse of it in episode 13, flashing through Yuzuki's mind to warn her that Akie was in danger.

"Bury Me Deep" has Wanyuudou bonding with Sakura, an elderly resident of a cruel retirement home. He expresses unconditional kindness and starts spending time with her. He constantly encourages her to leave the institution, knowing well enough how bad the retirement home is. Even when the director came into Sakura's room demanding where her notebook containing details of the orderlies' abuse, Wanyuudou tried to go inside to help her.
The end of the six parter: Michiru became the new Hell Girl as Ai did long ago. However, she isn't going to be 100% like her and she continued advising her clients not to go through with the Hell Correspondence. She convinced the small boy who nearly got sent to Hell in the fifth episode not to send himself to Hell as doing so would harm their parents more. Subtly, she's everything that the Shibatas wanted ever since they got caught up in this mess. While the Hell Girl phenomenon will continue but there is someone who will offer the clients a choice to back out from making a mistake.
- Even better, it implies that like in the manga, the Hell Correspondence can't be used for suicide. They may sometimes have to send innocents to Hell, but there are some things that they just won't do.