It's rather sweet that a bunch of convicts would take in and raise a baby. While Megamind's criminal parents might not have been as pleasant as Metro Man's rich parents (or from another point of view, might have been more so - Metro Man's adoptive father is shown completely ignoring his wife and son), it's notable that both aliens came to this world and almost immediately found a family.
The warden also cared for Megamind in his own way. On top of actually disciplining him, the school Mega is sent to is a small, out of the way, gifted school. A place both trying to foster education and intelligence in a positive way (on paper), as well as not overwhelm Mega who'd be dealing with kids his age for the first time, and possibly keep him out of government attention. He was an alien.
A hidden Metro Man's So Proud of You to Megamind, though the latter never hears it.
Megamind visiting Metro Man's shrine after his "death" and reminiscing about their relationship. He even brings yellow roses, which symbolize friendship.
Continuing this is Metro Man encouraging Megamind to become a hero when it's discovered that he faked his death. Usually you'd expect him to be lying so Megamind will fight Titan for him, but he's just so genuine in his belief that his Friendly Enemy can become a hero.
Minion, posing as the Warden accepting Megamind's apology.
When Megamind first impersonates Bernard, he and Roxanne start talking in an elevator, comforting each other about Metroman's death. They then talk about how heroes are made, not born, and the right person could stand up to Megamind. Afterward, they are both inspired: Roxanne to take on the villain alone, and for Megamind to create a new hero.
When Roxanne hugs Megamind disguised as Bernard. His reaction strongly suggests that he'd never been hugged before.
Well, she kind of had to touch the watch, so they could move past everything and get to a real place in their relationship. Which is pretty heartwarming, in and of itself.
"It's too bad you and I didn't go to the same school."
What appears to be the main reason Roxanne falls for Megamind? He makes her laugh.
Even apart from the romance, the relationship between Megamind and Roxanne is sweet. Their first meeting post-breakup is Megamind immediately going to her for help and calling her the smartest person he knows. Considering how well acquainted they seemed in the opening before Metro Man's death, it's very likely that she knows full well how much stock Megamind puts into his own intelligence and probably doesn't praise others lightly. It's clear he has immense respect for Roxanne even after being dumped by her.
Roxanne's inspirational speech to Megamind when Titan is holding her hostage:
Megamind: If you want to hear me say it, I'll say it! Here it is; from the blackest part of my heart: I! Am! Sorry!
"You know...you look really good in white."
Final scene: Roxanne jumps into Megamind's arms and kisses him on the cheek. Megamind's expression is that of pure joy!
That whole finale altogether, that Megamind is finally admired by the people of Metro City for his heroism.
Mayor: Ladies and gentlemen, Megamind, defender of Metro City! Megamind: (voiceover) You know...I like the sound of that.
When Megamind and Minion are breaking out of prison one last time to go confront Titan, they pass the warden, who had been left tied to a chair by Minion, and he calls to them "Good luck, fellas!" It's such a sweet moment, because, let's face it, the warden was the closest thing Megamind ever had to a father.
Related to that, at the start of the film, the Warden is clearly sneaking the present past security, even if he doesn't give it to him and is clearly unaware it's just a ploy.
Megamind reappears and reminds Titan the difference between a villain and a supervillain, during which Titan is temporarily sidelined. Megamind rescues Roxy, and her first words to him are I knew you'd come back! And she did, even if he didn't.
Her awed expression moments before, when Megamind announces his presence.
Roxanne's reaction during the climax, when Metro Man apparently reappears to fight Titan. She grants him a single line of acknowledgement (implying surprise at his return, no less) before immediately turning her back on the fight to rush to an injured Megamind's side. It's a solid flip from her perspective at the start of the movie.
The simple fact that Megamind's parents, knowing they wouldn't be there for their son, gave him a "Minion", a protector and companion to accompany him to Earth. Even Superman's parents didn't think to do that.
In recent interpretations, they did: Kara, his cousin, was supposed to be his guardian, which is pretty heartwarming for both stories.
Button of Doom short
Megamind has a recording of Metro Man's song in his lair.
Megamind and Minion are in happy tears when they discover that Metro City gave them their own signal.