Thinking back (with EQ anyways), I tended to be more proud of other people's accomplishments than my own.. I remember watching the first AoW kill, and I was proud to even know people who participated in that.
One thing that sticks out, that doesn't necessarily make me feel proud, was when Guntaag noticed me using the sit-kite trick in MPG to give the enchanter time to get multiple mobs under control. People rarely acknowledge or notice the little tricks like that in the game, but he did, and sent me a tell about it. That felt good~ That also earned him a free Amulet of Necropotence when I quit! =P
I suppose another proud moment would be finally getting that damned golden chocobo in FF7 and gettin the Knights of the Round materia~ Talk about a pain in the ass...
Also, getting AA's and AAA's in DDR make me feel like I have some skills~
Whenever I'm the top player in a CS or CS:S map I feel pretty proud and enter a super competitive badass state of playing too~