Great thread. My first was a pre-dawn launch Waterloo (ALO) to O'hare (ORD) in the mighty Beech 1900. Weather was CAT I mins in ORD and, as always, busy. We're getting vectored around peddling as fast as we can (248 kias). Controller says, "Lakes, got a hole for you, fly heading XXX to join the localizer maintain XXXX 'til established, best forward airspeed, cleared ILS 4R (I think). We were 15 miles from the marker and the heading to join was perfect. I kept wanting to pull the power back but everytime I did the CA reminded me that this airplane could, in fact, do 248 to the marker. We intercept the glide slope and configure and slow coming down the slide. At minimums I hear "Lights in sight, continue" then "Runway in sight, go visual." We saw just enough for me to get it down. After we turned off we got the standard ORD taxi clearance, which my CA had already briefed to reply with "Roger, Lakes Air XXX" since he knew I wouldn't be able to read it back.
The thing I remember most is sitting there dumbfounded looking at all of the big iron taxiing every which way. I was so dumbfounded the CA had to remind me a few times that I still had to do an After-Landing flow.
Nervous? A little. Scared? Never. Anxious and excited would be the best description. That was one of the best feelings I've ever had, and I still get it every once and a while now in the MadDog.
Good Luck!