Little Rocket Man from Half Life 2 Episode 2. I almost lost the little bastard so many times on the driving section. Was so satisfying to see the tiny guy blast off into space though.
Possibly all the Platinum Trophies I have. The only two I'm really proud of are Dark Souls, and Demons Souls platinum. I swear there was a little tear coming out of my eye when I heard the trophy sound pop up.