I find the entire movie to be great, not sure if I can pick a favorite part x) I really like the Barking at the Moon part where Mittens is teaching Bolt how to be a "real dog." The fire scene is really sad but just so...I don't know. I really love how Bolt is willing to stay by Penny's side rather than leaving her. He risked so much just to get inside the building and save her.
There's too many so I'll just do a general list of the scenes from best to less best :D. I'm naming them based on the songs
1. Rescuing Penny/ A Real Life Super Bark
2. House on Wheels/ Barking at the Moon
3. Rescuing Mittens
4. A Fast Train
5. End Scene and Credits
6. Where Were You on Saint Rhino's Day
7. A Friend In Need
8. New York
9. The RV Park