Pick #1 - The opening scene from "Pilot, Part 1" in Season One.
This scene set the tone for the entire series. Ambitious from the beginning, it introduced multiple characters within a span of minutes. The production quality was matched by the depth of the storyline, including the varying character arcs that all seemingly revolved around themes of redemption, which came to the unexpected -yet unexpectedly satisfying- conclusion with last night's final episode.
Pick #2 - The cereal scene from "The Whole Truth" in Season Two.
This scene was superbly acted and a fantastic hint as to the future character potential for the "Big Three" of Jack, Locke and Ben that would eventually emerge later in the series. Though this scene is played as straight forward as possible by Michael Emerson, the manner in which he preys on Jack & Locke's fears over the Lostie's ignorance of the hatch and their petty in-fighting was a great glimpse at how manipulative Ben Linus was. And then for him to nonchalantly ask for milk, well, there aren't very many scenes I enjoy more than this one.
Pick #3 - The judgement scene from "Dead is Dead" in Season Five.
I included this one for the simple fact that this is what clued me into the fact that John Locke was the Smoke Monster during season 5. "Less is more" is often said & the fact that Locke was conveniently absent the entire time Ben was being "judged" tossed up giant red flags for me. So the reveal at the beginning of season 6 that Locke was not Locke wasn't as much of a surprise for me as it was for other people. Though there are probably other scenes I could include to round out my Top 3, I just want to briefly brag that I had it figured out before you did. So in your face. :P
As with many of my other friends, I'll miss LOST. I won't approach television shows with the same expectations that I had before the series debuted six years ago. LOST raised the standard for TV and I believe it will be a few years until there is another show as richly complex as LOST has been. Until then I'll be content to keep LOST as my constant, knowing that we're all the variables in choosing for ourselves the next great television series.