Here's the top ones that stick out for me:
Malcolm Corley's last words to Ben in Full Throttle, "Ripburger wants to take over my company, sell it off to foreigners, and start making minivans! you understand me Ben? Minivans!" That might not be the exact words, nor exactly his last, but man thinkin about old Corley always brings a smile to my face.
X-Com: Ufo Defense: When I first researched the blaster launcher and tried to use it from inside my ship in the next mission. Took out my whole crew. Good times.
Fallout: The first time I walked down the Master's fleshy hallway I almost peed my pants.
Doom 1: Connecting to the kid down the street with my blazing fast 9600 baud modem, and turning him into giblets. Ahh, my first frag, and the world was forever changed.