Hard to chose between these two because they are so similar and both give me the chills every single time:
Two towers helms deep charge.
"Theoden King stands alone."
"Not alone...ROHIRRIM! TO THE KING!!"
Besides cavalry charges always being cool, half the movie builds up to this scene and the art direction blew me completely away, it really looks like a Allan Lee painting come to life in the lighting and colours.
Rotk battle of pelennor fields extended edition charge. While Theoden's speech is underwhelming and his "ride now, ride for ruin and the world's ending" is completely missplaced and misssaid (I remember back then seeing a featurette where the line was instead said with complete despair and desperation the way it should be!) The music, combined with the sun rising, combined with knowing the bad guys who have been shown as invincible are about to get their arses handed to them, combined with the biggest cavalry charge in cinema history, combined with how the orcs going from confident up till the moment where they realise just how screwed they are and beginning to break and run before being mowed down. Did I mention this scene gives me the chills? ^^
hell, could pick out at least half a dozen scenes from LOTR and put them as my favorites!