In no particular order:
Wah! Sirius! I didn't cry at the time, largely because it was 2am and I was having trouble taking it in. But since then, yes, there have been tears. I can't believe she killed him without even letting him get pardoned first. But I guess it was a perfect demonstration of "life sucks".
The blatant misleading about who was going to die. Flagrantly putting all those characters in mortal danger, only to pull them out of it at the last minute. And then, wah. Sirius.
Love Tonks. Love all of the Order. And all of the DA, with the exception of Marietta, cause she was a treacherous bitch. Lovely punishment, though.
Wasn't Umbridge just wonderfully evil? I still want to know how Dumbledore got the centaurs not to kill her, though. I mean, hours must have passed between them dragging her off into the forest and Dumbledore going to rescue her. So what were they doing to her all that time?
<3 Grawp. Total plot device, but cute, so I can forgive him that.
How cool was the twins' exit? And so fitting with their characters - they were never going to just get their certificates and leave quietly, really, were they? But poor Lee, having to stay there for the rest of the year while his partners in crime went off and made lots of money.
Neville rocks. He so totally does. I love that he's finally reaching his full potential, and I love that he could have been the Boy Who Lived. The prophecy was slightly disappointing, because I worked out what it would be and who would have made it years ago, but the inclusion of Neville made up for it. That scene in St Mungo's made me cry.
Dean/Ginny! Ahhhh! OK, it was only a throwaway line, and it might just have been Ginny winding Ron up, but it might not. And either way, we have more canon validation than a lot of the ships on SCUSA. That had me grinning and bouncing, in spite of all the angst that went before it.
Oh, and <3 the pureblood inbredness. Everyone related to everyone else - literally! I should have seen that coming, I guess. But I wonder if that includes the Potters? I'm sure they were pureblood, but Sirius very conspicuously didn't mention them when he was telling Harry about it. And I'm going to have to upload a new version of Remember Us, because I named Mrs Lestrange Nimue...
That's all I can think of for now. More posts may follow later.