Call of Duty always had good reloads. There's something I love about seeing my character release an old mag, slap a new one in and fire away.
Also, the reload for your SMG in Battlefield 2 when you play as a special ops guy or something. Two mags taped together. Take it out, chuck it up in the air and catch it the other way around, a slight pause (I always imagined the pause was your character thinking about how badass this reload was) and then slapping the new side in. Funny thing was, according to my memory, you'd always do this sort of reload and never actually put a new mag in, just switching to the other one.
Bioshock plasmid reloads were cool, with the bottles of eve.
I always loved shotgun reloads... And assault rifles.