One of the most exhilarating scenes of Batman Begins, in which Batman demonstrates what the tumbler can do on the streets, and the rooftops, of Gotham. The sequence is all the more impressive when you consider that Nolan eschews CGI in favor of traditional stunt work.
The scene in which arguably the most charismatic (and crazy) character in the Batman universe effectively takes control of Gotham's more traditional villains. Even when you know it's coming, the "pencil trick" still packs a punch.
Just about any scene between Gary Oldman's Gordon and Christian Bale's Batman is great, but there's something particularly perfect about this one, in which the two characters wax philosophic and then Gordon provides Batman with the Joker's calling card, setting the scene for the series' second chapter.
A simply extraordinary action sequence involving the Batpod, a semitruck, a helicopter, and plenty of other vehicles. Again, Nolan's preference for getting the shots the old fashioned way (ie actually doing it), rather than using a computer to create everything, makes it all the more impressive.
Batman. The Joker. What else do you need?