Used to not because I thought I was too bad to beat them. But nowadays I like to complete everything if I can, so I do.
For FF I have beaten:
FF1: Warmachine
FF2: Light Emperor
FF3: none
FF4: Zeromus EG ( not even a superboss but it's all you get on GBA)
FF5: Omega, Shinryu
FF6: none
FF7: none
FF8: none
FF9: Hades, Ozma
FF10: All dark Aeons, Penance, Monster arena thing
FF12: Omega MKXII, Zodiark, Yiazmat, 5 Judges
FF13: Long Gui, Vercingetarix
FF14: Unending Coil of Bahamut, The Weapons Refrain (Ultima Weapon), The Epic of Alexander ( These are basically superbosses in MMO form)

Still a long way to go to get them all but I will!

I don't think many other games I've played have superbosses. I guess Red from Pokemon Gen 2/HGSS?