Silent scream and everything afterward: flashbacks to Michael dancing with Mary, Kay, Appolonia and then dying alone. That scene, followed by what comes after, was the key that unlocked my love for these movies. It was like the light was finally turned on, letting me see the pieces of the puzzle and how it all fit together. Amazing.
Some people don't like how the trilogy ends, I think it's the most fitting and perfect ending to any movie/trilogy in the history of cinema. I'm willing to bet that nothing will ever top it, either.