Second half of Arkham's fight in Devil May Cry 3, after Virgil joins in exchange for a lame assist move you lose all your style moves and devil trigger.

Last boss of FF10.

You can't die, yipiieee...and the fight is annoying.

The tank boss from Persona 3 e.e

The False King in Demon's Souls simply because of how crushing it was to get soul sucked before I sussed out his moves and have to level up again.

The secret final boss in Project Zero 2: Wii Edition.

The rest of the game was amazing, but this bitch was ridiculously unfair; as she teleported around she could effectively spawn right on top of  you and insta-kill you, and every time she did, you had to reload your file and watch the whole fucking preceding cutscene all over again. I honestly wonder whether anyone actually  play-tested this broken piece of crap.

Kunino-Sagiri from Persona 4: Golden. It's all cool until he starts cancelling my barriers :/

My least favorite, off the top of my head, is The Bed of Chaos. There could be bosses I dislike less, but they're probably also forgettable. The most disappointing would have to be the Joker in Arkham Asylum.

I am not sure if this counts as a least favorite boss battle, but the final boss on Ikaruga was quite rough--assuming you can even make it past stage 3! :)

every boss battle in Batman AA

The final boss battle with Cortex from Crash 2 was extremely stupid and anti-climatic.