I'm not a hack and slash player! So my bosses are limited...
Dark Souls; Dragon Slayer Ornstein & Executioner Smough.
MGS3: The End...the first time it was a 2-3 hour battle for me because he kept photo-synthesising. The next time I put on headphones and used the sound mic more. Applying strategy and using tools at your disposal (sound mic, camo, thermal vision, light reflecting off his scope, footprints, birds) makes it feels like a real test of skill. A massive forest also doesn't hurt.
MGS3: The Fury- Most under-rated MGS boss fight. Hunting each other in the dark whilst trying to hide from him.
Lylat wars: vs the Star Wolf team. I just love the music and the banter 'daddy squeeled real hard'
MGS4: Crying Wolf sniper battle. Something about a sniper off with rail guns in a blizzard with ninja's. The blizzard was brilliant..what an environment to battle in.
Warrior Within: Does running away from the Dahaka count. B'cos I was sweating like crazy