Well, what do you mean by "awesome"?
If you mean "awesome" as in "Cool!" then I'd have to say the Witch-king's death. I have to admit, I'm a huge Eowyn fan!
If you mean "awesome" as in "awe-inspiring" then I have quite a few. Theoden's death was so moving, I cry time after time. And I have to agree with everyone else, Arwen's death is very moving too.