MP1 had some fun boss fights, all of which were really tough and cool.

SotC, not a single doubt in my mind.

Metroid Prime 1 had excellent boss battles. LoZ ALttP was the first game with bosses I've beaten, so it holds a special place in my heart. Same for SMW, those boss fights are unforgettable.

MGS3 For me I guess

But I also enjoyed Fights from-

MGS4
Resident Evil 4
DMC 2-4 [Never played the first]

For me the bosses from Final Fantasy & Metal gear series,the most of them were epic battles and very emotional too.
Star Fox's bosses were cool as well.

best boss ever psychomantis MGS1. remember having to unplug the controler to beat him, completely original and a instant classic. game with the best bosses, hard to choose, god of war had some sick bosses, so did shadow of the colossus, resistance 2 had some of the most amazing bosses, their scale was amazing and intimidating.

The bosses of the Final Fantasy games are probably my favourite.

Well I spent about a month training my fighters, with the ultimate aim of beating Pennance. I have Tidus, Wakka and Rikku nearly there, with Tidus at 255 for most of his stats (hitting someone for 99,999 is soooooooooooooo good!) but it just took so long doing all the monster capturing needed to fill in the grid, and all that blitzball! I have only bothered defeating Dark Valefor so far, but it has been fun getting my Tidus to the stage where he has his ultimate weapon, armour with break HP limit, ribbon and auto-phonex, so now he has about 25,000 health, it is just awesome.... pity I would still get completely anhilated

No Contra love?

Metroid Prime 1, Echoes had some great ones too...
Zelda bosses are always superb.