I think the St. Johns changed and had the most impact on my Lee. Everything they did caused a major rift in the group as a whole.
They killed Mark, locked us in a meat locker that caused the death of Larry, and the major split in the group depending on if you chose Kenny or Lilly (which results in Lilly breaking down and a further destruction of the group). Plus the fact that that was the first time my Lee took a life in the apocalypse. Killing Danny and seeing Clementine react to it was a very powerful moment for the game.
Plus the whole creep factor for the entire of Episode 2, culminating in that epic part in the rain. Gives me chills thinking back on it.