I love this book. It's my favourite part (I know, I said the same about Fellowship and I'll probably say it again for RotK). One of the most interesting things about it is, in the words of a truly awful song, 'there's no beginning, there'll be no end' ('Love is All Around' by Wet Wet Wet, if you're wondering). This is the middle of the story and there is no real beginning and no real end - those are in the other books. This dives right in to the adventure and makes no attempt to tie the ends off. It does, in fact, end off on a cliffhanger.
I am particularly fond of the last chapter, The Choices of Master Samwise. It's such a fascinating insight into the relationship between Sam and Frodo from Sam's perspective. It's also interesting to see the way in which Sam considers his choices and eventually decides what it is that he's supposed to do. There's something poignant about the whole chapter, as Sam grieves and then finds his strength. His confusion is so real and the whole section is incredibly moving.
I'm also extremely fond of anything that involves Eowyn. She's the single major female character in the entire volume. I love Eowyn. She loves and she despairs. She's bound by the culture and the time period in which she lives and yet she manages still to be headstrong and independent. I love watching her character develop. Even though, in this book, one merely glimpses her a few times, one can feel her strength and her desperation behind the scenes and from what people say about her. At least, I think you can, I may be projecting because I've read it so many times I know the characters better than I know myself.
Of course, the heroes of Gondor and Rohan appear here for the first time. Faramir and Eomer. Both are honest, law-abiding men. And yet they're not afraid to bend the laws of their countries (and, really, as heir-apparent in both cases they're probably two of the few who can). These are strong, confident men who trust in their judgement. They believe that they can tell the truth of your intentions and what is best and right to do. They will not take the easy path. They will always do what they believe is right. These are the kind of men that you want to have as your leaders.
My extra super favouritest thing about this book? Merry and Pippin in Fangorn Forest with the ents. I love Treebeard's speeches. I love the contrast of the tiny, quick hobbits with the enormous, deliberating ents. I love love love the scene where the party from Helm's Deep arrives on the edge of the ruin of Isengard and is greeted by the hobbits. The reaction of the Fellowship members and Theoden, with Gandalf amused in the background is something that I read two or three times every time.
I could probably write a ten page essay on the things I love about this book, but I won't. I'll just leave you with the highlights.