I like when the alien made the pounce against the marine inside the building, and the pred picked the thermal vision...you can see a marine being raped but you can see "the-killer", then the pred picked the alien vision...and there it was.
From tha interview we know with the sega guy, there is a really cool moment.
http://www.youtube.com/watch?v=YGsT5WSh7Tw&feature=related2:02 The pred is on the top of a tree, an alien try to attack (if you stop the vid, the alien looks realistic as hell, perhaps its coz the light or something, lokks pretty next gen)...well, the alien attck, but the pred hit first and the alien miss (if yuo stop the vid on 2:04 yuo can see the alien claw missin the hit), the pred hits super fast again and the alien falls to the floor...so the pred folow it to make the kill...but he! where is the alien? it was there a second ago!...the pred change the vision modes, look arround, and then the alien attacks again...nice.