Funnily enough, I watched season 4, episode 11 - Coulda, Woulda, Shoulda last night with a friend and said that it contained my favourite line -
Miranda: 'I'm having Steve's baby. Pizza for everyone.'
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My other favourite (and most quoted line/reminder for life) is from season 5, episode 5 - Plus One if the Loneliest Number
Enid Frick: 'Stop expecting it to look like what you thought it was going to look like. That's true of the fall lines, and it's true of relationships.'
I think this is perfect advice for life. Full stop.
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Also, pretty much everything Samantha says, especially her response 'thank you I have cancer' when Carrie paid her a compliment. I did likewise shortly after being diagnosed, only to the cashier in Waitrose rather than a friend.