Lavos from Chrono Trigger
The shell of that giant alien parasite thing first imitates a lot of bosses fought through the game, then when you finally beat it and enter inside it, it has a whole dungeon inside! At the end of the dungeon you have to fight against its real body, then after you destroy its body you have to fight against its core, all the battles are challenging and pretty epic too.
Luca Blight from Suikoden 2
The bastard is a formidable adversary, it takes a whole ambush during a night raid, 3 groups of 18 people, and a deadly 1vs1 final match against the protagonist to take him down. He is just a man with an armor, a sword and a Fire Rune but unbelievably powerful.
Mega Satan from The Binding of Isaac: Rebirth
Can summon all the 7 Super Deadly Sins, all the 4 Horsemen of Apocalypse, can transform into a black angel, shoots everywhere bullets, rays, smashes the ground causing earthquakes, spits fire and basically throws at you everything he has and from every damn direction. He is unbelievably hard if you are not prepared enough.
Big Mama from Rayman Origins
Made me swear so many times, she is so hard and unpredictable too at first. You gotta learn the pattern of her movements to be able to survive, bear in mind that you can die with 1-2 hits too and fall into the lava easily during the fight.
Zeikfried from Wild Arms Alter Code: F
First you face him in a challenging battle on this space colony, then after you beat him he gets absorbed by the Mother of all Demons becoming Motherfried, this supposedly final boss fight is pretty hard if you are unprepared. When you finally win the battle you think the game is finished, so the party (being still on a space colony) tries returns to their home planet through a teleporter, and while being into the transition between the two dimensions he appears again, claiming that he destroyed the Mother's body and is transformed into something else. His re-appearance is totally unexpected and how you fight him is pretty epic (in very unstable Subspace basically).
I like Kefka from FFVI too and all the battles from Shadow of the Colossus.
There is so much more I can go on forever here.