I don't have favorite scenes as much as I have favorite moments, which usually only last a second or two.
http://www.youtube.com/watch?v=K1KO55JBuFE
Klaus Kinski's hands in this scene are breathtaking. Watch for 1:24, 1:45, and 2:24 particularly. It's the little things that really get to me. I just watch this scene (and others) over and over and they're always good, like the first time, because of the details.