For ODST, I would have to say the very first mission. Just dropping alone in the streets of New Mombasa at night, trying to find your scattered squad while dodging enemy patrols...I just love the whole "main" level of ODST where you are the Rookie roaming the streets at night trying to find clues as to what happened.
I don't know if I had a favorite mission in 3. I did like when you go to stop Truth and the Flood team up with you, for a brief stretch, but it was still pretty cool. It showed you just how calculated the Flood was. Teaming up with probably the biggest threat to its existence in order to survive.
As for Halo 4, I love the last mission. Both flying in the Broadsword and being on foot trying to get to the Didact after was just pure epic. The music pieces for both the first half and second half of the mission were Halo's musical score at its finest and most epic as it just made you feel like an unstoppable force as you tore your way through the Promethean forces. I would play Halo 4 again and again just to relieve the epicness of that final mission with its amazing soundtrack.