Jack's loyalty mission was amazing. I mean, you only had to fight a few varren, but the atmosphere made it. It even disturbed me, especially the fighting arena part. And the final cutscene... *click-click* *click-click*.
The mission where you recruit Archangel was simply badass, I felt like I really had reunited with an old friend.
Also, everything on Turchanka. Especially how Wrex almost pulls your arm off from joy, it was a really beautiful moment.
I loved Miranda's mission mainly because I was insanely immersed, she's my favorite character. And the elevator bit was hilarious.
The final showdown between her and Niket was brilliant. Not to mention she delivered one of the best lines in the entire game.
"I'm gonna miss you, Niket."
*BANG*
"...figuratively speaking, of course."
Do I even need to mention the suicide mission itself? Because it's obviously more epic than all Olympic games combined.