The 'Ghosts' chapter, without question. I just love to listen to Khan's wise musings. Ok, and sneaking through any level with human enemies undetected is memorable too, especially the 'War' chapter.
Every bit of the game ruled, but moments that stand out are the hilarious conversation between a commissar and an impudent citizen in The Armory ("Ah, another inspection! Can you check my prostate as well...Arg! So you kick the part that attracts you the most? What's wrong with you?" ), coming to the surface of Moscow for the first time and hearing Bourbon comment "So that's the Dead City...welcome home, Artyom," and also climbing to the top of the Ostikino (I think that's how it's pronounced) Tower to witness the nuclear strike against the Dark Ones, which was sad but expected. Oh, and arriving at Polis. I was totally in awe. I wished I could've explored it, especially that section of hallway you catch a glimpse of when going to meet the Council
