Well, I know these have almost certainly been mentioned before, but any boss past the 3rd boss of Ikaruga.
Phalanx on "funny" mode was just...evil. "Do I leave this fleet alone and have to dodge 50 bullets, or destroy them and still have to dodge 50?"
The S.O.R.N. on Wizardry V was pretty hard too. Blasted out massive spells at you, AND was resistant to spells himself. Then again, the data got wiped after I got to him...
Also, try Bagan in Super Godzilla...without turning into Super Godzilla.
Edit:
Sologamer, I'm not very good at MK either, it was just something I found out by accident.
Oh, and on SSBM try out the Insane(?) Melee . The one with the wireframes that smack you around like a rag doll. Can only take out 6 or 7 at most (I forget which). The event battle with Ganondorf, Mewtwo, and Gigabowser is pretty hard too.