My favorite final boss is probably Phantasy Star Online. Dark Falz was an intense battle, and the whole beginning with the peaceful field morphing into a twisted nightmare is super well done. I still do it, from time to time, on Blue Burst.
I also love Frank Horrigan at the end of Fallout 2, though he was a cheap son of a gun.
I can't think of a lot of BAD final bosses, because I try to forget games that aren't fun. Dead Space I liked until that piss-easy final boss, and Halo 3's boss was an embarrassment, too.