Some have already been mentioned, but bear repeating.
Hades in God of War 3: Awesome music and setting, it had a ton of variety in the fight, it lasted just the right amount of time to feel really epic without feeling drawn out, and you got an awesome reward for beating him (the Claws of Hades).
The final showdown (Planescape: Torment) intriguing both because you discover who 'it' really is (I don't want to give anything away), and there are so many ways that this "fight" can take place. Phenomenal final scene to one of the best games ever made.
Ornstein and Smough (Dark Souls): Just a very well done boss fight. Has two very memorable and interesting looking antagonists with unique characteristics, requires strategy and patience, and is very tough but not impossible.
Diablo (Diablo 2): The setting was totally awesome (an unholy church that's literally in Hell) and the game did a great job of ratcheting up the tension by having you know that each switch you threw was bringing you closer to fighting Diablo. Then when you finally do, he awesome looking and tough as nails, a great fight.