Kyon finally deletes the pictures of Mikuru from that incident in the first novel.
Mikuru's mail to Kyon in Fanservice arc, chapter 1. To elaborate: Kyon finally admits to Mikuru keeping her photos without her consent and deletes them in front of her, thinking he's being hypocrite after breaking the illegal photo ring. After a really uncomfortable day for both of them, Kyon receives a mail from Mikuru with a photo of herself with a very shy look and skimpy clothing, implying she forgives him.
Mikuru's mail text: Kyon-kun, if it's a gift, it's okay to keep, right? So, don't feel bad about this!
In spite of herself, Haruhi smiled. It wasn't quite what she originally had in mind when she was looking for people who were different from 'normal'. She'd thought initially that playing with time travelers, aliens, espers, sliders.... Well, she'd originally thought that having fun would involve using their powers a lot.
Well ... it wasn't what she had been looking for. But maybe it was what she had wanted, anyway.
Pretty much any time the story is told from Imouto's perspective. It shows how much she really does care about Kyon, such as being grateful to Haruhi for making Kyon as popular as she knew he could be, although being worried about losing her older brother to his friends. The best is probably this conversation with Kyon's father:
Imouto:(answering who 'Haru-nee-san' is) Haruhi! You haven't really met her, though. She's the one that fixed up Kyon!
Kyon's father: Fixed up Kyon? When did he get broken down?
Imouto: In middle school. He lost his smile for a really long time. Didn't you notice? But it doesn't matter -- Haru-nee-san made him find it again!
Not even his parents had realized it, but his little sister did.
Kyon's sister knew for some time her brother was a hero, so when Kyon told her he just raided a Dark General's  base and beat up him and his henchmen it was interesting to know but kind of expected. However, after she learned the Dark General wasn't killed or sealed away because Kyon ordered him to redeem himself  she felt especially proud of her brother, giving him a powerful hug and told him he was a good hero.
In the aftermath of the SOS Brigade anniversary party Haruhi admits Tsuruya being worried about the Marry Them All scenario she's planning for the girls in the brigade and Kyon and how she isn't sure if she could go on with this without Tsuruya, Mikuru, Yuki and Kanae's support. Tsuruya's answer? "It doesn't matter if you could or couldn't! You don't have to!"
And that, Haruhi realized, returning her friend's hug, was what really mattered.