In no real particular order:
Randy Johnson's perfect game - This one would probably be my favorite, getting a chance to see a future hall of famer turn in a historic performance lessened the blow of an otherwise forgettable 2004 season.
Randy Johnson 20 strikeouts - Back in 2001, against the Reds I believe. A taste of things yet to come in that special year. Unfortunately it doesn't tie the official MLB record because the game went into extra innings or something like that.
Curt Schilling had a one or two hitter early in the 2002 season (against Milwaukee?), I can't remember too many of the details. The guy was just so lights out for much of that year, its a shame that injuries late that year cost the Diamondbacks a chance to do any damage in the playoffs.
Opening Day 1998 - Truth be told I cant recall too much from the game itself past the first inning or so, probably due to the fact that the Diamondbacks got drilled by the Rockies that game. It was an exciting day though, and the pregame festivities and player introductions before Arizona's first pro baseball team to call their own took the field was great to watch.
I was lucky enough to be in the stands when Richie Sexson hit that home run off the jumbotron. I think they estimated that at 508 feet, wow did he kill that ball.