The most memorable part of Lonesome Road was definitely simply seeing the Divide for the first time. As soon as I trekked through the canyon wreckage, I walked over to the edge of the cliff before the hopeville silo and looked out across the Divide. The view was simply incredible and that was probably the most memorable part of any of the Fallout DLCs. Even though I enjoyed Dead Money more as a whole, it did not have a wow moment on par with witnessing the Divide for the first time. EDIT: I take that back. The Gala event definitely is just as cool, but it's a different experience overall.
When I walked through Hopeville, it very much reminded me of Fallout 3. That DLC was (likely unintentionally) an 'up yours' to everyone who thought that Obsidian could not match the hopeless, desolated feel that Fallout 3 produced. It could, and did better. Not only were these hopeless cities ruined, but they were turned on their sides and covered in dust storms. It was truly hopeless, which is ironic because of its name "Hopeville".
I liked the High Road too. It had fantastic scenery work with the ruined skyscraqers and city underneath. I have to wonder if that is where the civilization the courier unintentionally created was located before it was completely destroyed. After climbing atop the Sunstone Tower and looking across the even more desolated canyon of the 'actual' Divide, that was another wow moment for me. Seeing the final stretch of the ruined divide, with my destination covered behind the destruction of the old world promise, well, that was pretty neat to experience. Confronting Ulysses (killing him, I think, sums the story up better) and sacrificing ED-E made up for the lack of direction in the story earlier in the DLC. Definitely a big part. After the final slideshow, Lonesome Road quickly (and easily) became my favorite DLC.
I enjoy it very much every time I run through it, but after a few playthroughs of it, the DLC as a whole has lost its initial charm and it has regressed to second place behind Dead Money (which would take many times as much as I just wrote about LR to explain).