My favorite scene(at least one of them) would be in Kinfe of Dreams, when Nynaeve goes to a Border land Inn to talk with the Malkier merchants and remind them of their blood.

"Will Lan Mandragoran ride to the Last Battle alone?"

Then walks away saying she needs to be back in Tear that night, leaving everyone awe struck and teary eyed.

"The Golden Crane flies for Tarmon Gai'don!"

My favorite charater by far would have to be al'Lan Mandragoran. An extremely hard and brutal man with a sad history, but with the help of a certain village Wisdom finds that there still is something to live for. not to mention the instant shining he took to Rand, and the incredible respect/fear the Aiel show toward him.