most embarassing moment was the one shadow said originally... I was "that poor soul" >_<... but my favorite spy killing moment was shortly after that... I shot at Deja Vu

and he jumped off the catwalk in Blackmesa I followed him he was already up the elevator, but decided he could kill me. He jumped up disguising himself in air, and as soon as he hit the ground I unloaded my FaN into him. It was very satisfying.
I don't play spy enough to justify me having a favorite moment other than, I stabbed a guy and ran away... end story.