There were many, but for you wish was your favorite scene or specific move in any on the Matrix movies? So we understand which scene you are referring to please be specific.
My favourite move so far (I haven't seen the last Matrix movie yet, but I rented it today) is in the first one, when Neo finally realizes that he has the power to do whatever he wants in the Matrix and Mr. Smith comes to fight him and Neo is standing and fighting and blocking him with only one arm while watching his other hand like he has no worries in the world while Mr. Smith goes insane. I love that one!.
My favorite scene was the highway scene in Reloaded. It was just cool to see the agents and Morpheus destroying those cars when they jumped on them. It was also neat to see them fighting on the top of the semi; with the KeyMaker helpessly watching.
This is a hard decision for me, but I would have to narrow it down to the Frenchman's mansion battle scene where they are trying to get the keymaker (Reloaded). It is one of the only scenes in the Trilogy where you see Neo using weapons of various sorts and fighting styles from many disciplines. I especially like where he stops the sword of the tatooed swordsman with the edge of his hand and then bleeds, it is the one moment where you realize - he is human.
I'd have to say that my favorie scene was the entire high-rise sequence from the first film. Especially the part where Neo dodges the bullets, the camera work there was very cool to watch.
For my second favorite scene I'd have to say the part in Reloaded when Trinity jumps out the window and Neo catches her. He's not going to let any stupid laws of physics stand between himself and the woman he loves, blazing through the sky at insane speeds, pulling the bullet out of her, etc.
My favorite thing is, in Matrix, when they were going to rescue Morpheus, they crossed that machine that checks for metal, and the gaurd says casually "could you please open the bag" and they open it to reveal thousands of weapons stacked inside! That was just so funny.
My favorite scene is from Reloaded during the highway chase scene trying to escape with the key maker. When the twins are trying to run Morpheus over with the car, he rolls out of the way, slices the tires with the sword so when they skid to turn around, the car starts to flip. With out missing a beat, in on full movement, he finishes the sword swipe turns and fires into the exposed gas tank of the flipping car and it blows up. That was absolutely the coolest scene to me.