I'm disappointed by the lack of people mentioning Hinoarashi. Sure, Satoshi was looking for one to capture anyway, but honestly, how often do you see someone throw a Monster Ball in order to save a Pokemon? It was only made more interesting by the fact that Satoshi was in competition with another trainer.
Other than that, Musashi's Habunake, which is funny as hell, and [spoil]Kojirou's Manene. Several captures are made in which a Pokemon grows attached to a trainer and willfully comes along with them (without a battle), like Heracross, Cotoise, and Eneko. However, of those types of captures, this is certainly the most unique of the bunch. Unlike those other times, Kojirou doesn't invite it to come along. Rather, the second it sees a Monster Ball drop out of his pocket, Manene just runs up and goes inside it, completely of its own will. This was good characterization for Kojirou, too, as it further shows his kindness towards Pokemon for one to become so attached to him.[/spoil]