Getting into Wailing Caverns the first time - wow this place is a maze. Similar feelings when you get to Gnomereggan. 
  
Coming to Hillsbrad foothills as early 20 and having to deal with 30tish allies ganking, becouse you share a zone with them. 
  
Getting Whirlwind weapon as warrior - "damn i am op now". 
  
Marathon from Hammerfall in Arathi to Kargath in Badlands as Horde. 
  
Kiting Kazzak or Twilight Corrupter (not in game yet but was possible) to Stormwind. 
  
Awesome quest chains like Linken chain, Tirion Fordring chain, Scholomamce chain, saving princess chain in BRD, Ony attunement chains, Blasted Lands demon chain - they literally take you around the world, some make you visit instances multiple times.