Personally, my favorite scenes are:
1. Kelsier's death scene. It seems like everyone falls in love with Kelsier, at least a little bit, and then he's just gone. It's a huge, dramatic affair, but it doesn't lose the sense of anguish and emptiness that a real death evokes.
2. Vin burning the mists. (Either vs. Inquisitors or The Lord Ruler.) Both of these passages are positively reeking of power, and come to show that Vin isn't just good, she's downright special. Twelve Inquisitors, Kredik Shaw, even The Lord Ruler himself are just teardrops in the ocean once Vin gets her business gloves on.
3. Straff gets cut in half. That sucker had it coming to him, big time.
4. Zane and Vin compete to stay above ground. Sweet, sweet, Allomancy, the physical metals at their finest. A few examples of good imagery here are them splashing through the fountain and Zane's little ballet twirl at the end.
5. House Venture throws a ball, take one. The Keep's majestic, Elend's witty and disheveled, and political intrigue abounds. Much fun, all in all.
(Secret Bonus Scene: "Well look, that hill is red. The evil force of doom oppressing us sure has style.)