Galadriel walking barefoot in Dol Guldur. It's such a small thing, but to me walking barefoot somewhere is so vulnerable and yet, she's not vulnerable.
Loved seeing Elrond in action. We haven't really seen that before (not even really in the FOTR prologue), so it was nice to see Elrond able to kick some (undead) butt.
The scene between Balin and Bilbo about whether finding the Arkenstone would help or make Thorin worse. Beautifully acted between the two of them - you get the love that Balin has for Thorin and his grief at seeing what Thorin is becoming. I also kind of got a sense that Balin might at least wonder if Bilbo might have already found it.
The following scene with Thorin and Bilbo and the acorn. Again, beautifully acted between Martin and Richard. There's a hint, just a hint of the old Thorin there with a smile that you get the feeling hasn't been seen in a while now, and then Dwalin interrupts with news of the Laketown survivors streaming into ruins of Dale.
It's a small thing but I love the relationship between Thranduil and Bard. I mean, you know there was the working relationship there prior (given Bard's job to retrieve the barrels and what not), but there are little moments that you get that let you have a sense that Thranduil does respect Bard. I mean, for goodness sakes, he's a king and he pours Bard a drink when Gandalf arrives (I also love the look Thranduil gives Bard when Gandalf is going at him/them... practically an eye roll *lol*)
Bilbo's/Martin's muttered "yeesss... sorry about that" when Thranduil makes the comment about stealing the keys from under his guard's noses *lol*
The Dwarves setting their shields and then the Elves vaulting over them, that was an awesome spine tingling moment for me.
I liked how the Elves appeared in the 'shadow world' when Bilbo put the ring on.
The final scene between Bilbo and Thorin, wonderfully played by two great actors. There's a small moment that really gets me though, and that's after Thorin has died. Bilbo starts crying, there's an overhead shot with the shadows of the eagles, and then it cuts back closer again and Bilbo/Martin lets out this heart wrenching sound. It's not sobbing, but closer to a wail - which (at least for me) you don't really hear all that often when crying is done in films. It's one of those things that helps sell the... genuineness of the moment.
The scene between Thranduil and Legolas. You have Thranduil searching among the dead and there is relief in his face when he sees his son and you can kind of also catch him looking Legolas over as though making sure he's not hurt. It's a small thing. Then you have him, after being closed off for so long, saying in his own way that he loves his son. It's not a full blown reconciliation between them, but the seeds for it are planted. I thought Lee Pace did an amazing job with this scene and I think he and Orlando had believable father/son chemistry (despite Orlando being 2 years older than Lee

)
Bilbo's farewell to the dwarves, I teared up when he started talking about teatime. I agree with my sister a bit that a nice little bookend would've been for the dwarves and/or Bilbo to bow with (one last time) "At your service" - though if that had happened, I probably would've full on bawled *lol*