My favorite image of Elric of Melniboné is still from his first appearance. The story ends with him at the bow of a ship dressed in garishly colorful clothing weeping wildly as his ship sails away from the still-burning ruins of his home, abandoning the fleet of invaders he led there to be incinerated by dragons.
My second favorite is in the next story when a hot lady asks to go with him on his quest and he says "okay but just to warn you, I might cry in my sleep."