I always love a good "I have achieved immortality" right before they die.
Sends everyone panicking, looking for the phylactery, warning people to keep their eyes out, "he's still out there", and yet the only thing left is the memory they're keeping alive with their paranoia.
I have watched a party get absolutely consumed by it. It was a blast getting to give the "While you hunted for a pawn that wasn't even on the table, I made my gambit" speech and have them realize what was meant with immortality.
Was even better when I pulled out notes on everything they theorized, and threw the Uber-BBEN of their own making at them. A twisted Frankenstein's Monster made out of their own thoughts, barreling down at them from the gaping maw of Hell. The only thing missing was someone trying to turn it into the Staypuft Marshmallow Man.