The order 66 montage just sort of makes you stop and say "Wow, the clone wars, everything the people thought they were fighting about in episodes 1 and 2, was fake." I mean, you figure out a good bit earlier how everything's been orchestrated and such, but it just really emotionally hits you in that scene as you see so many of the Jedi effectively (and literally) shot in the back by their supposed allies.
It really struck me the way Palpatine raised his hands after announcing his New Order, and
the applause got louder in sync with it, like he was turning a volume knob! That just sort of creeped me out.
I honestly have no idea why critics complain about Padme and Anakin's dialogue in this movie, because I thought every bit of it was appropriate. Even the infamous "nooooooooooooo!" I think, is exactly what he would say at that moment- it's a very emotionally powerful scene, in my opinion. The way his anger tears apart the room, and Palpatine just kind of chuckles...
I agree that the entirety of what happened on Mustafar pretty much qualifies, as well.
And I kind of shuddered a bit to seeing Vader and Palpatine looking out on the Death Star prototype/frame, and Tarkin sort of hovering off to the side...
I don't know if this really is on-topic with the shuddering, but I find this movie more than the first two somehow makes me really, absolutely feel like I'm watching something tied to the original trilogy. I mean, mentally I make all the connections with the other two movies... but here it all just kind of clicked and made me say "oh, crap!" And then a few well-placed scenes of familiarity only helped to bolster it- the Tantive IV for example. I also really liked the scenes at the end with Luke and Leia- very cool.
I really don't think they could've done much better with this movie

The acting was all very, very good, as well. The only thing that really irks me is the ill-explained business with Qui-Gon. They should've completed a scene, or skipped it altogether- although the thought that Obi Wan got to talk to Qui Gon every now and then on Tatooine is cool.