With all the Grand Entrances he's made across various different media what's your favorite "Loki intro" scene? Mine is https://www.youtube.com/watch?v=-GhICP9br9s it's so basic but that's what's so fun about it, barely any illusions or tricks but he does ham it up the way a person who wears that ridiculous horn helmet should
For as much as I hate Ragnarok as a Thor movie, it's really hard to top "YOUR SAVIOR IS HERE!"
For much the same reason as the MUA one, it's not the most Loki thing in terms of illusions or magic but it's suitably bombastic and self-aggrandizing.
Author Notes:
Also made a blog post with short reviews of the past year of the MCU. You can find it here.