I have several, arranged by category:
Most epic feeling battle: The Alien Warship from Crysis. This wasn't the toughest boss fight ever, even on the hardest difficulty, but it certainly felt epic. You, mano a mano with a big, huge badass alien ship, including the staredown in the rain against each other before the fight. And of course, a hugely satisfying explosion upon its defeat. Quite epic.
Most annoying/frustrating boss: Seymour Flux from FFX. This guy will just not DIE. Four times you have to kill him, and his third incarnation, Flux, is by far the toughest. Once you get the hang of it, he's not THAT hard to beat, but my first few times, this guy was down right teeth-gnashing, expletive spewing, console stompingly frustrating. Angelus from Drakengard 2 is also close on the list, but this guy is still king of this category.
Most satisfying boss kill: Tomegatherion from Body Harvest. So this guy has been harassing you since the beginning of level one, blowing up bridges, shooting up your boats, blowing up critical stuff, and just generally being a bastard. Get to the last level, and this guy morphs into the mother of all cybernetic superbugs. Take him down, and he reverts back to his humanoid form, spewing yellow blood and begging you not to kill him. But instead of a cinematic hogging all the fun, you get to walk right up to him, and put a bullet from your favorite gun right into him! HUGELY satisfying.
Most crazy insane difficult boss ever: Megahulk from Descent. The Descent series has always been known for tough levels, tough enemies, and absurdly tough boss fights. However, the toughest boss they have is still the final boss from the first game, the Megahulk. Five mega missile tubes, a cloaking device, teleporter, and an endless army of robot minions give this guy the sole distinction of being the only boss to ever take me down with full cheats active. This guy is so tough and takes so much punishment, my invincibility cheat expired without my noticing, resulting in a very quick death. I never could beat him legit. Bar none, toughest fight I've ever taken on.