Mine has to be when i was with Esbern, Delphine and Lydia, we were going to SkyHaven and we had to take down that pretty big forsworn camp. i tried to take a vantage point toward the left, at which point i realised that the camp was already been torn apart by a frost dragon, which Esbern decided to shoot a fireball at, making him hostile towards our party. After dispatching the dragon I decided to forget the flanking approach and just attack head on, so as Lydia and Delphine charged into the fray me and esbern sniped the mages. And as all this happened i had to look back at it all and think wow, this is amazing as the array of spells and arrows flew overhead i felt like it was all real. And still when i recall it in my mind I dont even remember myself holding a mouse staring at a screen, i remember firing arrows at those forsworn [censored] bags.
There's always a dragon there, isn't there? I had my first double dragon encounter there. It was pretty cool. I had chosen to meet Esbern and Delphine at the Karthspire, and hadn't realised how close I was, when suddenly I see this guy starts shooting fireballs at the dragons, Forsworn attacking me at the same time, and I was like, hey, isn't that Esbern? And Vilkas got lost in the general chaos, fighting wolves or mudcrabs or whatever somewhere along the road... It was a very confusing, very long and very amusing battle.
Another moment: after returning from Sovngarde, seeing all those dragons circling the Throat of the World, like gigantic seagulls. That was cool.