By far my favorite memory of KeyArena was on March 17, 2007 when Baron Davis hit a game-winning jumper to earn a 99-98 win over the Seattle SuperSonics.
I lived in Seattle at that time and it was nice to be able to catch a NBA game here and there at KeyArena, especially when the Golden State Warriors were in town. And at that time in particular, that was the only way I was able to catch a small portion of the We Believe experience instead of hunting down a bar with NBA League Pass that would turn to the game for me.