Final boss of FF VIII was hell for me. It came down to Squall, Zell, 99 Heroes, and 99 Megalixirs with the Lionheart unleashing its devastating attack every single turn. Every. Single. Turn. After about 20 turns of doing 9999 damage as many times as Lionheart could strike, Ultimecia fell leaving me oh so satisfied.
Lavos in Chrono Trigger just because of the type of boss it was. The entire concept of Lavos is still amazing, and finally beating Lavos after what felt like a very long journey (although it was at most, 20 hours) was as satisfying as could be. Plus, you can increase the difficulty for yourself. Wanna fight Lavos with JUST Crono? Good freaking luck if you aren't at least, I would say, about level 75 or so.
Beating Ansem at the end of Reverse Rebirth on KH: CoM was pretty satisfying. That was a hard boss that you really had to utilize what was given to you to beat.
Both bosses at the end of the two GBA Golden Sun games. I mean, hell, those bosses took genuine planning to beat. If you didn't walk in with a strategy and some luck, you would be screwed by the end. In the Lost Age, you can at least try to level grind, but the Wonderbird level grinding requires more skill and luck than the final boss fight itself.
Death in Castlevania: Dawn of Sorrow. Most boss fights in that game were excruciatingly difficult until you knew exactly what to do, but Death took the cake for me. It was very easy to walk into that fight unprepared, and I would say that the actual difficulty of the fight trumped that of the final battle. To top it off, you were fighting Death. Combine that with the pretty fantastic soundtrack for the game, and you get one hell of an experience.
If I can think of anymore, I'll post.