Spoilers, obviously:
Sanderson: When Kelsier and the Inquisitor are fighting towards the end of Mistborn, the tension is super- high and then it says : "And ash fell from the sky"- for some reason I thought this was so awesome I remember jumping up and down with excitement. Other great scenes are when Sazed figures out he's the Hero (it just makes so much sense) and basically the whole climax of The Well of Ascension.
Guy Gavriel Kay: In Sailing to Sarantium - the chariot race was just amazing. In The Lions of al- Rassan, the duel at the end between Belmonte and Ibn Khairan was just so beautifully written. I love the way you never new who was who, which showed just how close they really were.
Wheel of Time: I'll agree on Dumai's Wells, especially Taim yelling "Asha'man kill!" Also, the fight between Rand and Lanfear in Fires of Heaven was superb, and I loved the first scene in Lord of Chaos where Demandred goes to see Shai'tan. Its the first time we meet the Dark One in person and it is just as chilling as one could have hoped.
Stephen R. Donaldson: The twist endings of both Runes of the Earth and Fatal Revenant just blew my mind.
Martin: I agree about Martell's duel (You killed her, you raped her, you murdered her children!"). Also, Robb's coronation ("The King in the North!") and Daenerys freeing Astapor ("Dracarys! Dracarys")
That's just what I can think of right now, there are probably lots more...