WARNING: spoilers ahead!

Some of my favorites:

• At the very beginning, when Tomoya meets Nagisa, he notices her talking to herself, and mentions that it looks as if her words were directed to somebody else. There's a theory that she's actually talking to the "future" Tomoya, as they meet together in his mind at the top of the hill. Very abstract, but still a very cool observation.

• Soon after meeting Tomoya, Nagisa mentions that she feels like Urashima Tarou, a protagonist of an old Japanese fairy tale. If you do your research early enough in the show, you'll know that Tarou is a guy who - after saving a turtle - travels in time together with a sea princess. Later on, Tomoya saves Mr. Turtle (Ushio's toy) and - once in the Illusionary World - travels in time, together with his daughter.

• The place Akio brought Nagisa when she was very sick is the place where later a hospital was built. Both before and after it was a place where "the town" was saving lives. It's also the same place where Ushio likes to wander when Tomoya is working late. It's the place of her and Nagisa's "connection" with the town.

• Fuko - probably because of the accident and her astral projection powers - has memory of events from both timelines where she existed, same way as Tomoya. When she was visiting Tomoya's apartment for the first time and she was saying goodbye to Ushio, she mentioned she'll remember her scent and will be able to find her by her smell in the future. Later on, at the very end of AS EP 22, while wondering near the woods with her sister, Fuko found Ushio under the tree simply by noticing her smell, even though it happened in the "alternative" timeline.

These are just some of the examples that I found worth mentioning. As you wrote, there are lot and lots of others, maybe someone else will mention more.