Nearly each loyalty mission has a real gut punch to it... while ditching the refinery crew to a screaming, fiery death you understand the world Zaeed lives in. Everyone dies around him. Everyone but the bastard who took what he built from him. So his line "Rage is a powerful anathestic" is just fricken chilling to the bone. At that moment he went from being "The free DLC character" to big guddamn hero.
Kasumi too had those touching moments reliving the memories of being with Keiji while she interacted with his graybox. You understand they're close but it really hits home he was more than just friend and partner in crime.
Garrus is the king sh*t of f*ck mountain, just so cool and confident, and gives you that line "if I wanted you dead you'd be dead". That is just phenomenal, the delivery that goes from jocular to serious. That is why my femshep goes for him and he was just my bro in the first game.
Mordin's mission was just so damn sad and grusome. You feel for the Krogans that just want to be themselves, yet being themselves might fracture the universe as we know it. The corpse of the female Krogan, the captured scout resigned to being a lab rat, and Mordin's student who sees the plight of the Krogans and wants to do the right thing no matter the cost. That coupled with those Krogans in the hallway talking about seeing one of their kids in the camp... just break your heart.
Thane and Samara's loyalty missions don't do much for me, its their recruit coupled with interactions with me on the ship that sell me on them, not so much wrangling their progeny.
Legion's missions happen so quickly towards the end of the game, the way I play, he doesn't have such a significant impact on me, so I guess I gotta sack my crew to enjoy him to have an opinion on him.
Grunt is just EPIC in game version of Horde mode. Just wave after wave of diabolic creatures and baddies. I love taking Zaeed with me on this, its just guys shooting the living hell outta EVERYTHING that moves. You get to see Grunt enjoy himself, my special little guy. I wanna give him a big, heterosexual hug. While holding active gernades.
Jack's loyalty mission is great closure for her character, recruiting her is so much more action packed and F*ck Yeah! But to see her finally get to confront her past. Its solid writing.
Jacob and Miranda's missions just have those ending twists, Miri's friend didn't betray her for the wrong reason... and Jacob's dad is power-crazed douche. So they're kinda 'meh'.
And as for Tali. Tali brings that courtroom drama I dig from watching way too much Law and Order SVU and Criminal Intent. While I dig Tali, but not to any "mancer" levels, her loyalty mission lies somewhere between the emotion of Jack's and the moral/cultural exploration of Mordin's.
Hmm, before I typed this out I woulda said Tali's was my favorite but I'm torn between Mordin and Garrus' loyalty missions. Nostalgia versus Heartbreak. Interesting.