I believe I already posted here, but I wanted to add a couple bosses from games I've recently played as well.
Ristar - Greedo: Ristar's attack style makes most bosses fun, but this particular boss was also really hard, and had awesome music.
Twilight Princess - Gannondorf: Two reprisals of OoT boss types, and two new ones... First form has you deflecting projectiles, second form is the one with the portals (which also includes the goat-blocking/goron-throwing attack), the third one was a chase on horseback, and the last was a one-on-one showdown. From one boss to the next, it just keeps getting better and better.
Metroid Prime 3 - Gandrayda: Probably the most difficult boss in the game, she takes on several different forms and her agility easily tests your patience. The first phazon boss was also awesome.
NiGHTS JoD - Spider and Cat: First off the spider boss was probably the most challenging in the game and was as ingenious boss trying to take the platforms out from under the spider, breakout style. The cat was also great fun, I was shocked when I found out how I would have to defeat her and it was quite hilarious.