I'm gonna be spoiling the book here, so if you haven't read it yet but plan to, you should turn back now.
10. The locket tortures Ron
When the time finally came for Ron to destroy the locket-horcrux, it taunted and tortured him as it's final desperate act, exploiting all his insecurities and forcing him to overcome them. Also thanks to the locket, Emma Watson will get kissing scenes with both of her co-stars for the final movie. Hurrah!
9. King's Cross or whatever
This chapter reminds me a lot of the scene where Neo meets the Architect in The Matrix Reloaded. I don't completely comprehend it, but I understand that it is a pivotal chapter, and I can conclude that it was very cool. Plus, it closes with such a classic Dumbledore line: "Of course it is happening inside your head, Harry, but why on earth should that mean it is not real?"
8. Escape from Gringotts
After breaking into one of the most secure vaults of the wizarding bank Gringotts, how do you escape with all the alarms set off and all the angry goblin security forces in your way? By launching gloriously into the sky on the back of an uncontrollable dragon.
7. The death of Dobby
In a book with more than a dozen deaths, it's weird how the best death and the only proper burial goes to the house elf. It feels like a scene that's written with the movie in mind, and it plays out just as well as it should. An epic death, in a nerdy sort of way.
6. Harry visits the graveyard
For Harry to finally get to stand there and see his parents graves was a relief, even though nothing particularly important plotwise happened. Simply seeing the names and dates of birth and death on the white marble tombstone made the reality of the death of Harry's parents much more potent.
5. Mrs. Weasley and Bellatrix
During the ultimate climactic chapter of the series, of all the people to face off against Bellatrix Lestrange, nobody expects Molly Weasley. She calls her a bitch, shows what's she's made of, and then kills her. It was icing on the cake having Bellatrix' death echo Sirius' death.
4. Harry calls Voldemort "Riddle"
In Half-Blood Prince, Dumbledore refused to call Voldemort by his chosen name, and it was painted as an act of defiance. In the climactic battle of Deathly Hallows, Harry bluntly calls Voldemort "Riddle" to his face, repeatedly, giving him a verbal thrashing and subtly reminding him of his own humanity.
3. Neville and the snake
The image of that forgetful and clumsy boy from the first book are all but a distant memory by now. Now Neville is the leader of Dumbledore's Army at Hogwarts, keeping the resistance alive and rallying the students. He finally gets the chance to prove his worth and stand up to Voldemort himself, then heroically charges forward to behead Nagini with the sword of Gryffindor.
2. Harry accepts his fate
That whole chapter, "The Forest Again"... Harry just came to the realization that he was never meant to ultimately survive in the fight against Voldemort, but he was to walk calmly into the arms of death. He isn't even angry or confused about it, but totally accepting that he has to do what he has to do. The way it was handled was very subdued and emotional and well done.
1. Snape's memories in the pensieve
In a book filled with revelations, this was the revelation chapter to top off the entire series. We learn that Snape loved Lily Potter, that he tried to stop Voldemort from killing the Potters, that Dumbledore's death was part of a greater plan, and that Snape had been helping Harry all along. Then you look back at Snape's death in the previous chapter and realize that Snape was looking into Lily's eyes as he died. So much of what we've already known is cast into a new light that it brings a huge wave of appreciation for how much thought and planning went into the entire epic tale.