There are many acts that Allah has done to show favor or affection, which is the meaning of love. Proper guidance, forgiveness of sins, admission to Paradise, and life itself are all from the favors that Allah has given to his creation. If I had to pick one, I would have to say His forgiving Adam and his wife after they disobeyed him.
Though He could have held a grudge against them, held their offspring responsible for the actions of the parents, sent an innocent and unwilling man to die for the misdeeds of others, He instead taught Adam how to ask for forgiveness and then forgave him (so none of that other stuff was necessary). This is truly mercy from One Who is Most Merciful and it was a true act of affection toward the world.