I agree with those moments that people have already mentioned.
The scene when Elend comes to rescue Vin, and Vin's response was a great moment. "You came back" brought such a welling of emotion in me. As a reader, we'd had the chance to sit in Vin's head and realise just how much this meant to her, and why it was so important. It was a wonderfully written scene. Also, I think that it was just a chapter or two previous that Vin had also learned that her brother had not betrayed her when he was captured, even under torture.
In Hero of Ages, I also want to echo other people with regards to Marsh ripping out Vin's earring. It was such a small thing, but so significant, and I was so happy to see Marsh being able to make a difference, despite how strong Ruin's grasp was on him.
From a visualisation standpoint, in HOA I truly loved the imagery in the scene near the end, when Mist-Vin is powering Elend's allomancy after his metal stores have run out. Sorry, guess I'm a sucker for angelic imagery, but that description, where he glances up and sees Vin hovering over him, streaming out behind, hands on his shoulders. I had to pause a moment to really fix that image in my head before I moved on. Amazing.