The ending of "The Final Problem" was pretty damn special, just because Sherlock said this to Lestrade.
Sherlock never remembered Lestrade's name in just about every single Sherlock episode.
He seriously has no idea what it is.
Not a clue.
Or Sherlock is not that nice to him.
Although sometimes he gets his revenge, like when he got a totally hungover Sherlock and Watson out of a police cell:
At a screening Q&A for "The Final Problem" at the BFI last Thursday, Sherlock creators Steven Moffat and Mark Gatiss talked about Lestrade and Sherlock's relationship.
Lestrade and Sherlock. The true Sherlock couple. ❤️
Update: As Liv1204 points out below, Lestrade said this about Sherlock in the very first episode of the show.