It is absolutely impossible for me to pick a favorite all-time boss from this series that I love so much. I adore the boss fights of The Legend of Zelda, and oftentimes the quality of a game's bosses are a big part of me enjoying the game. I am terrible at picking favorites, so I'll go favorite bosses by game, with the games I've played. Anyways:
Also, I'm not including final bosses, because in a Zelda game they are pretty much always my favorite, and they don't really count in these "favorite boss" decisions IMO.
Anyways again:
Ocarina of Time:
It's close between Phantom Ganon, Volvagia, and Bongo Bongo. I loved all three of these fights for various reasons, but most importantly because they were simply fun and I liked the environments and use of items.
Majora's Mask:
Gyorg definitely. This one is actually my favorite boss in all of Majora's Mask, and not the final boss like usual. I really like the room this fight occurs in and he's a really fun boss. I love swimming around in his room.
The Wind Waker:
Molgera. I loved the music, environment, the opening sequence, and the fight in general. I just really like all of it.
Twilight Princess: Close between Stallord and Argorok. They're both just really fun and creative fights. Also loved the use of remixed OoT fire boss music for Stallord, considering he resembles both Volvagia and King Dodongo.
Adventure of Link:
Gooma. I don't really know why, but for some reason I just really love this boss. He's fun, challenging, and interesting. I just like him for some reason.