Maybe that first boss you beat in Okami? That was pretty cool. Or the dragon in Twilight Princess. I haven't really had one of those EPIC BOSS BATTLE moments.
I like bosses like Mech Gouki who (on harder difficulty settings) can actually be a bit challenging (its an interesting exerience losing in a 2d fighter when i almost always flatten humans and computer alike). I think that the boss fights are pretty fun in Armoured Core 4 (though they are way to easy once you have quick boosting mastered).