Crowning Moment of Heartwarming: The farewell messages from everyone else that same day. The considerable effort he put into making sure Chris Evans, his successor on Radio 2, wasn't written off as a Replacement Scrappy before his first show also deserves an honourable mention.
They Changed It, Now It Sucks: As noted above, Terry tried really hard to avert this when he passed the torch on to Chris Evans. It worked up until the first Chris Evans Breakfast Show, which transplanted his former drivetime show to a new time-slot without changing anything except inserting an extra word into the jingles. Sadly, it's hard to argue that this wasn't justified, as the tone of the show is radically at odds with the rest of the pre-lunchtime lineup and doesn't really work when most potential listeners have been awake less than an hour and have yet to make coffee.
Averted more successfully in Eurovision by a moment of uncharacteristic humility from Graham Norton, whose first words on the job were, "I know, I miss Terry too."