I love the part in FotR (the book) where they are in Moria and Gandalf is reading from the book (paraphrased):
Quote:
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" We cannot get out...They are coming."
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Which is mirrored by Legolas and Gimli a minute or so later. I always found that very striking and was dissapointed that Legolas and Gimli's lines were not in the movie.
My favorite line from the movie would have to be Elrond at the Council when he says the ring has to be "cast into the firey chasm from whence it came."