Entei is incredibly badass and intimidating... and also the biggest teddy bear in the whole Pokemon world. He's even got a bigger heart than some of the "real" Pokemon seen so far.
Entei: If that is what you wish.
Entei: I am happy that you are happy.
Sure, Entei might not actually be her dad, but they certainly treat each other with all the love of father and daughter. Even when the rest was forgotten, the scene where Entei turns Molly into a teenager so she'll be stronger is highly memorable.
When they first met, Molly confused him with Spencer and called him Papa for the first time. After a moment's confusion Entei is perfectly happy to play the part.
Entei: Papa? (smiles gently) If that is what you wish.
Despite becoming murderous during the battle against Charizard, Entei doesn't hesitate to stop when Molly begs him to.
Entei shows nothing but understanding toward Molly when it becomes clear that she wants everything back to normal. Also despite knowing that he'll cease to exist, his only instinct is to make sure she and the others get back safely.
It's easy to choke up a little near the end of the movie, when Entei is trying to help them escape the Unown.
Entei: Molly, I was proud and happy to be your father. The last thing I can do for you is to take you out of this place.
In the beginning scene of the movie, Spencer and Molly playing together is incredibly sweet, with Spencer imitating Entei and running around roaring with Molly on his shoulders. It does a fantastic job of showing their relationship as a positive and loving one, which, given what happens next, was probably deliberate.
Molly reuniting with her father during the ending credits then with her mother as well, as Molly runs into her arms. It was all the poor girl ever wanted.
In that same moment, Molly is playing with a Teddiursa. It looks like she was given a real one as a present.
Charizard hears about the battle with Entei and leaves Charicific Valley to join the fight and save Ash and Pikachu.
Team Rocket saving Ash from falling out a window during the climax. While they are the main antagonists in the series, this scene shows that some part of them cares about what happens to Ash.
Even Team Rocket seemed sad when Entei disappeared after saving their lives. At the end they seem more happy than anything that everything worked out, despite not capturing any Pokemon and generally not gaining anything.
The battle between Brock and Molly. Despite him distracting her, while Ash is looking for his mom; they have no ill will towards one and other and are genuinely having fun. Brock especially since he made her laugh.
Ash risking his life is nothing new, but seeing him doing it for his mom shows the kid has a big heart as well.
Bonus points for our hero in when he finally finds his mother and Molly, he doesn't blame or yell at Molly despite knowing she's responsible. Instead he just greets her and reminds her how they played together when he was younger.
Molly snuggling up to Delia as she falls asleep, at one point briefly waking up a little and having an exchange with her. Delia asks Molly if she's felt lonely for a long time, to which she responds that she has but it's okay now that she has a mama and papa now before falling back asleep on Delia's lap. Even Delia smiles and strokes Molly's head afterwards, though she still knows she's this girl's captive and is silently worried about Ash.
Takeshi Shudō wrote much of the movie with his own daughter (who was born when he was 45) in mind, believing the relationship between a father and their daughter is one the media too often shies away from portraying. Molly's Japanese name, Mii, is from the nickname Shudō had for his own daughter, and he wrote the movie as a present for her (since he was concerned about his own health and wasn't sure if he'd be around much longer).