My favorite memories of FFXI were accomplishing things that seemed almost impossible.

Winning Maat battle with RDM in the early days.

Finishing CoP and Apoc Nigh after what seemed like an eternal struggle to get a group together for it. This was back in the days where you actually lost EXP for those battles, and some of them taking 6 attempts or more! (I'm looking at you, Snoll!)

Camping Yin Yang Robe or Joyeuse, getting the claim, hounding my friends to come help kill it -- and actually getting the drop.

On the first day when PS2 version was released I would change job to THF, run up to a newbie and /emote steal their gear, gil, weapon, etc.. Then my friend would send them /tells informing them to take their gear off so THFs couldn't steal it... So many naked n00bs running around LOL.