This is a hard question, i’ve been roleplaying for almost 25 years and i’ve had hundreds of characters in that time in dozens of different games and systems. It’s even harder because, despite all that, i actually DM way more than I play and so my proud character moments tend to be few and far between.
My proudest is probably the death of one of my more beloved characters, a wizard by the name of Sam and that was back in 3rd ed D&D. It was at the end of an extended campaign, one that ran for probably 2 and a half years at uni with session twice a week, sessions that regularly lasted 12 hours.
The campaign spanned my homebrew world, Ravenloft, Planescape and back and ended with a grand incursion of Tanar’ri into the world through a rift caused by the the Altraloth Bubonix. The only way to seal the rift was through personal sacrifice, one of the players needed to sacrifice their soul to hold the rift closed and save the world.
The party didn’t shirk from this responsibility, even the evil members, they’d travelled long and far to get back home, they’d lost friends and allies, killed friends and allies and sacrificed everything for the chance to live (and maybe rule) in their home plane again and they would not give it up without a fight. Several argued that it should be them, that they should be the one to make the great sacrifice but, in the end Sam took that choice from them.
Sam was a twice dead wizard, killed and reincarnated twice, as a pixie, though he’d never let you know it, he never wore that form. He’d been dead before, he’d held his dead friends and he’d been to the Abyss and fought Demon Princes and he knew this incursion would mean for his world.
Most importantly, Sam could not, would not, let any more of his friends die while it was in his power to stop it and, as a level 22 wizard with epic level spells at his disposal, it was within his power. Sam stopped time while the other argue, he stopped time and teleported himself into the rift, sacrificing himself and his power to save the world.
A lot of people would argue that a DM PC shouldn’t have this final great moment, but Sam was more than a DM PC, he was MY character, he’d been with the party since level 5 (when my former monk contracted vampirism and left the party) and he’d been through a lot. Sam was much more than a DM PC, he wasn’t a plot device to drive the story forward, he wasn’t their to make up numbers (the party was regularly 7 players and me), he was there because I wanted to play the game and my players had no problem with that.