Phalanx, the thirteenth colossus from Shadow of Colossus, was the best I've ever played through. It goes along with a huge theme of the game where you feel guilty for having to kill the innocent monsters. It never caused you any harm... Just the atmosphere alone, my god.
Other favorites include Xemnas and his many many phases from Kingdom Hearts II, the classic Metal Gear Rex fight from MGS1, any of the bosses from M&L Superstar Saga, and the overkill that was Jubileus from Bayonetta.