I like when Connery takes 70 .45 rounds to the torso from the tommy gun and still has tons of strength to crawl through his entire house and stay alive until the cavalry shows up.
Grosse Pointe Blank the final shoot out in Mimmie Driver's house. I like John C. hitting the guy with the pan shooting him and hitting him some more.
The Terminator when Arnuld walks through the police station room by room wiping everyone out.
Dirty Hairy the shoot out before he gets to utter the great lines "Ah Ah, I know what you're thinking. Did he fire six shots or only five? Well, to tell you the truth, in all this excitement, I've kinda lost track myself. But being as this is a .44 Magnum, the most powerful handgun in the world, and would blow your head clean off, you've got to ask yourself one question: 'Do I feel lucky?' Well, do ya punk?"