There's so many, so I think I'll list things I can't choose between because I just coudn't if I tried
1) First glimpse of the derelict in fuzzy VHS crackle and skip, interference. "Ash can you see this?" "Yes, I've never seen anything like it."
2) The Space Jockey's unveiling, how could you not. It's perfect.
3) The entire cathartic thrill ride when, Ripley, out of hope, clings to her surrogate daughter and prepares to be annihilated while the queen is right about to run at them, there's only a minute if not seconds remaining before the reactor goes critical, Bishop saves the day, the score shows off a mix between triumph and anger, and finally they escape as all evidence of the derelict and the colony are wiped off the face of the Earth. Probably one of the best action sequences of all time.
4) (I'm going to be using the Assembly Cut for Alien 3) Clemen's walking down the beach to explore what's happened, find's Ripley, and runs back into the complex. They way the score swells as he dashes past the brightly lit tiny lamps among this desolate land is brilliant
4) Ripley confronting her lost surrogate, more death she feels responsible for, ordering it to be autopsied. It's a lot more poignant then people give it credit for. Though it is interrupted. As sick as it sounds, I'd love to see the uncut version.
5) The cremation of Newt and Hicks.