SPOILER!!:
The first time I witnessed Kefka destroying the world was pretty shocking to me. Then watching Cid die, and Celes trying to commit suicide. Then the coin toss (because I hadn't seen it earlier in the game). All of that, I saw in the same playthru, from like midnight to a bit after 2 AM, one morning way back when. I also think that 6's ending is still my favorite.

I did enjoy watching Cloud use Omnislash on Sephiroth, I must admit.

The "You're Not Alone" sequence in 9 stuck out to me, as well. As did its ending. Oh, and the Oeilvert antechamber. Holy crap.

I dunno. I liked FF1, FF3, FF4, FF8, FF10, FF12, and FFT, but I can't think of specific moments from those games to include. FFT should be chock full of 'em for me, too. *shrug*

(Never got far in FF2 or 5, but 13... ugh.)