I love so many moments but I think the most powerful one for me is when Batman decides to take the fall for Harvey Dent at the end of TDK. The sacrifice and Gordon's speech are just so powerful to me.
I also love the moment in TDKR when Selina tries to plead with Bruce to come with her and she says "You don't owe these people any more, you've given them everything you have" and he replies with "Not everything, not yet". Something about that scene is so Batman like, especially the first time you see the film and you're not sure if he makes it or not.