Pride often comes before a fall, and I'm not usually very proud of anything my characters do. I always used to GM, so player moments are sparse for me.
It would have to be a close call between a Call of Cthulhu game where we discovered the cultists' house and managed to uncover their supply of gas for their beat up truck, being stored in metal drums in the loading bay of their estate. After finding nasty things surfacing in the basement, instead of standing and fighting, we ran, kicked over the gas drums, rolled them into the basement while they leaked and fled in their truck as the place exploded like an 80's action movie.
Not great, and certainly not as great as giving chase to a bounty hunter/dark jedi who had just stolen an item we were giving to a Hutt in FFG Star Wars. He jumped off the side of the building using a descender line, and I was suitably evil (after all, I am dark side trying to redeem himself) and shot out the line, before foolishly diving off of the building to try to land on an external lift in the complex.
Heroic and action packed, but actually pretty stupid and could have killed my character without a good roll... Everyone survived, and it was just the beginning of the chase that involved driving speeder bikes into lifts and getting trapped when the lightsabers came out.