If I had to pick one it would be The Prince's Tale. This chapter really opened everyone's eyes to the man Snape really is. . In one chapter JK Rowling managed to develop an amazing character and astound us all. I think it's safe to say no one could have guessed how deep Snape actually was and everything he went through. Never has one chapter changed the way I think of a character so much as The Prince's Tale.
The Keeper of the Keys
Harry finds out the truth and Dudley almost gets turned into a pig
Diagon Alley
Are first really glimps of the magical world
Cat, Rat and Dog
The chapter Harry learns more about his Father
thats just three of my favorts