My favorite was actually in the MQ..."The Path of Dawn." I think it was more because of the way I completed it than the quest itself though...
*SPOILER ALERT**
I am a sneaky Ranger-type so I chose to infiltrate the Mythic Dawn via disguise. I watched Camoran disapear ("compassion! The amulet!") and then they asked me to make a sacrafice. I said yes, knowing I could not fight off a bunch of people with my fists (since the jerk took my entire inventory.) But as I was looking down at the poor Aragonian prisoner I thought to myself, "why should this poor innocent guy die? Screw these jerks!" And I turned the silver knife on the Mythc Dawn cultists

I killed everyone in the room, released the prisoner, and fought alongside him all the way out of the shrine--really fearing for him and doing everything in my power to make sure he stayed alive. I know it's cheesy, but at the end, when he thanked me for saving him, it felt really, really good. Because I had CHOSEN to save him; it wasn't part of some script y'know?
Anyway, long, prolly pointless story, but that silver dagger I used is still my favorite quest rememberance in my Bruma house
