Any boss in The King of Fighters saga, especially Rugal.
Aries from GoW.... he wasn't that hard, but I got in a slump. I was so pissed with the weapon change and his counters that I wasn't thinking straight... I was just dying out here for hours.
Then my brother forced me to take a break(his console). When I come back I just beat the crap out of Aries in the second try(what make more pissed since he wasn't that hard).
Either Ruby or Emerald Weapon from FF7. Cloud was such a bad-ass character back in the day.
I have to say that the The Harvester from Dragon Age(one of the expansions) was the hardest...hours and hours of gameplay went into defeating that ugly mofo...and the first part wasn't even that hard...I mean getting rid of the main body is not that difficult....but dealing with the second part, where all sorts of tough skeletons appear...
Super Contra final boss or Ruby Weapon from FF7.
Ruby Weapon was just...
I found Ozma in Final Fantasy IX to be tough.
However if you did the sidequest before hand, Doomsday (one of his toughest moves) can actually benefit you, if you use equipment that absorbs shadow.
The move that gives you the status effects made it awful.
Both the weapons in Final Fantasy VIII took me a while as well. With Omega, the patterned move set meant it was more a case of just healing at the right time, and quick enough between attacks.
... Luckily Pheonix rescued me in all three of those fights.
I also found Onox's dragon form at the end of The Legend of Zelda: Oracle of Seasons tough, but I was 9 during my first playthrough. Although he's supposed to be one of the hardest Zelda bosses.
I don't know actually... Maybe Raam from gears of war 1 on insane difficulty when I was like 13 or something, it'd be so easy now, I just gotta find the disk.
Jimpachi from tekken 5. I hate him!