We did have a topic like this some time ago, but I think it was actually from just a few games or something. I always like "List Your Favorite _______." topics. I'll list ones that come to mind.
Legend of Zelda:
My favorite boss from the first game is probably Gleeok. I always like fighting them, and they are generally pretty challenging depending on your location in the game.
Zelda II:
Hmm. Probably Dark Link. I also like the Level 3 boss. The jousting knights. But, Dark Link is probably one of the coolest bosses.
Link to the Past:
I'd have to go with Trinexx. I dunno why, but I always really liked this boss. Kholdstare is a close second.
Ocarina of Time:
Either Volvagia or King Dodongo. Both were awesome.
Majora's Mask:
Twinmold, easily. In fact, he is the only boss I even like in that game. The other three seem kinda.. I dunno, lame.
Wind Waker:
Once again, easily Puppet Ganon. A very nice way of fighting Ganon in his "beast" form. Second and third would be Molgera, and Gohdan.
Minish Cap:
I don't really remember the bosses so much here.. I did like the dragon boss in the mines though. Also, the Gohdan type thing was cool.
Four Sword Adventures:
Ganon. One of the best 2D Ganon fights.
Twilight Princess:
Agorock was neat. Probably the best boss in the game. They were all pretty interesting and fun, but so damn easy. They were over too quick :/. Also, even though it is not a boss, I really like the Darknuts in this game. They have to be the best Darknuts in the series. OoT's Iron Knuckles are cool too, but these guys win.
Phantom Hourglass (Gasp!):
I liked the battle where you fought the two dragons. I forget where, or when it was but I think it is later in the game.
Best Final Boss:
I like the ending sequences from both OoT, and TWW a lot. TP's was good, but I wish they had done more with the Ganon fight. It was reminiscent of his old "appear and reappear" tactics though, which was nice. If I had to pick a favorite ending, Puppet Ganon wins out, so TWW had the best final boss IMO.
I left some out, because I don't really remember the bosses, or have a favorite.