I just can't play this game without going over my favorite for each game. I'm terrible at picking out favorites, especially when it's a large list. Also, expect a lot of ties.
Also, I'm excluding final bosses since those don't really count and are almost always my automatic favorites in the game.
Ocarina of Time: Either Phantom Ganon, Volvagia, or Bongo Bongo. I just loved all three of these fights, Phantom Ganon for the atmosphere and the dungeon he's in and how perfectly he suits it, and Volvagia and Bongo Bongo for just, well, liking the boss in general.
Majora's Mask. Gyorg. So much fun.
The Wind Waker: Molgera. The music is fantastic, the boss is fun to fight, the environment it occurs in... I just like everything about it and it's easily the game's most outstanding boss, not including the final ones.
Twilight Princess: Stallord or perhaps Argorok. They're both just a lot of fun and occur in excellent environments, using interesting and uproariously fun items.
Adventure of Link: I like Gooma for some reason. Not sure why. But he's easily my favorite.
A Link to the Past: I really like Mothula as well as Vitreous. They're both just fun.
The Legend of Zelda: Uh, I dunno.
Skyward Sword: Ghirahim round two. He uses many different strategies in both phases of the fight, unlike the first and third clashes with him, where he has only one or maybe two things he can pull. In the first phase of this one, he's got two, and in the second phase, he's got, I believe, four things he can do: Jump up in the air, send diamond barrages at you, disappear behind you, and block. He's just got a lot of things to do and he cycles through them pretty well and avoids spamming them, which keeps this fight interesting, since you can't likely guess what he's about to do next.
If we include final bosses, my favorite boss in the series is probably, and always will be, Ganon from Ocarina of Time. This fight redefined "epic" for me, and is just such an amazing fight. The nostalgia is there as well, and everything about the fight is perfect. The only thing, for me, which comes close to topping this is Ganon(dorf?) from The Wind Waker.