Hmm, I think one that really sticks out is lake creature from RE4 (someone refresh me on the name of it please?). I remember watching trailers for the game and that was one of the coolest monsters I had seen, and when I finally got to play it, I could never forget it. Although it was a bit simple to defeat, it kept your adrenaline going, even after the 3rd or 4th time playing it.
A couple others would be El Gigante from RE4, Nemisis form RE3, the boss of the Water Temple in Zelda: OoT, and Bowser from Mario 64. El Gigante was just freakin massive and so fun to play against in the different environments, Nemisis always kept you on your toes and you never knew when he was gonna come at you (and gave you special prizes if you decided to stick around and fight him), the Water Temple boss (another name refresh please) because it was different on how to fight it (and marked the end of my 6-month rut in that game), and Bowser because the way to fight him was really different than other things that had been done (and especially took advantage of the joystick).
Ah, good times.