I recently played God of War and God of War II, and I must say most of the boss battles in those games are fairly epic. Zeus is awesome at the end of the second game.
Zelda Twilight Princess also has some fairly big boss fights, but they are far too easy.
I'm really not sure what my favourite boss fight / final boss fight would be... I mean, in Final Fantasy games they are awesome, and in the Xenosaga games they are awesome ((SPOILER)Kevin in Xenosaga 3 was a pain, and Margulous fights are just awesome).
Kingdom Hearts had some nice battles too.
Eh, I'm not going to pick one.