When the chorale comes in for the very last time in the finale of No. 6, at the highest pitch and volume, sounding like a cross between a prayer and a scream.
All of the endings. In particular: end of No. 5 (the swan theme atomised into the simplest possible final cadence), end of first movement of No. 5 (maybe the most exciting ending to any piece of music?), end of scherzo of No. 4 (this ultra disturbed insane movement attempting to disappear into oblivion, with the completely superfluous timpani going bim bam bim), end of No. 3 (after going round and round his triumphant melody about 572309821 times Sibelius just goes "ok, we're ending now", and doesn't even allow the performers a crescendo on the final chord), end of No. 7 as already mentioned, end of second movement of No. 6, etc.....
The throbbing string lines in the first movement of No. 4 that pierce its darkness like rays of sunlight.
The development sections in the first movements of Nos. 3, 4 and 5, which sound less like developments and more like strong winds are buffeting the music around a desolate, barren landscape.
Every time he quietly turns a totally normal chord into what would be a grinding dissonance if we heard it in Schoenberg, but because it's Sibelius just sounds like two different planes of music have happened to intersect at an awkward angle.