Neil's death at the end of it was so tragic. I was so relieved when he managed to survive the previous fight (damn Tieria had to be saved :darn) then when he went out on the battlefield Ali took advantage of the fact that he had only one eye...
I think the part when it really hit me that Lockon died was when Haro brought Dynames back to Ptolemy and the crew were all "oh phew, everyone's okay!" and then Haro was all "Lockon! Lockon! Lockon! Lockon!"... That was so sad :crying Very well animated fight and death and this scene with Haro after it was so emotional.
It was also very sad that Setsuna arrived just a little too late... I also really really liked the scene where Lockon looks down on the earth and reaches out his hand as he says "Hey, you guys, are you satisfied with the world as it is? Well, I'm not..." :scry
All in all, while Lyle vs Ali was also a good battle (I'd wager most of Gundam 00 battles were good), Neil vs Ali was better executed and had greater emotional impact. I also think more people liked Neil than Lyle (myself included) :p