First off, if it hasn't been mentioned yet, SA-X from Metroid Fusion.
1) You have to charge up to do any damage. This is the only way to damage it.
2) When you fire at it, you do a tiny bit of damage. When it runs into you normally, it does 1 e-tank of damae. Firing it does two. And woe betide you if you get hit in the air, then it does three and a half.
3) Almost everything you have is useless. Screw attack and space jump suck because if you screw attack so does it. You run into it and do a tiny bit of damage, losing waaaaaaay too much energy in the process. Missiles freeze it for just short enough for it to shoot you before you manage to charge up. The only useful thing you have is the varia suit, which protects you from getting frozen. How fun it is to try to take on yourself when it can freeze you and shoot super missiles at you. Bye-bye e-tanks.
4) Jeebus it has a lot of health. The worst part is that when you finally kill it, it changes form instead of actually dying. I beat it the first time with about 80 energy left, and found out it had a second form when it landed on me.
I did eventually manage to beat it by getting it into an action loop allowing me to shoot it endlessly.
The other boss on Fusion that pissed me off was Nightmare. Let's see, one of it's abilities is to set the place to heavy gravity, meaning your missiles, your main sourse of damage, make it a whole two millimetres before they fall to the ground. Second, it makes you insanely slow and you can't jump worth crap, so it's nearly impossible to avoid it's shots, and worse, when it flies at you. Third, when I finally got to it's third stage, it was so ugly that it made me want to gouge my eyes out, which was detracting from my ability to dodge.
Next up is Omega Pirate from Metroid Prime. The main problem with this guy is that most of the time you can't damage him. Instead, you have to blow off four parts of his armour so that you can get into the sequence that allows you to do damage to him. This requires actually hitting him, which is a problem because 90% of the time he sucks your shots in and they disappear. So, to actually hit him, you need to either fire at the right time or fire at point-blank range. Trying to fire at him only at the right time is beyond annoying, because the right time is when he's doing another attack and you have to concentrate on dodging as well. Eventually, I opted for the second method. Apart from losing 3 e-tanks in short order from not retreating fast enough, it worked. Then the problems came. Two of them. In fact, they were two power troopers, which I wasn't expecting. So, I kill them after a brief battle, and what do I find? Omega Pirate's already most of the way through recharging his armour, and I only get one super missile off at him. So, I go through the prosess again. This time I think it was wave and ice troopers that showed up, which nearly killed me before I took them down. Then I find that, once again, Omega's regenerated his armour. At this point I died.
I came back three more times. Died twice, started getting pissed at him. Third time, I got lucky - plasma troopers came in on the first round, which were easy to dispose of. I hit Omega with two super missiles. Second round, I got power and wave troopers. Figured that it was more worth it to nuke Omega, ignored them, and killed Omega with a whole 27 energy remaining. I would like to point out that at this point my maximum energy was about 1200. So, now comes the fun part - getting to a save point with my astounding 27 energy. Fortunately the troopers disappeared after Omega went down or I would have had to beat him again. Made it to a save point with 13 energy by sparing nothing.
Apart from Metroid, there are a few other bosses that pissed me off. First, in EVO, I don't think that you should do 3 damage to a boss when it does 19 to you in volleys of three. When your max health is 55 if you upgraded everything. In Tales oh Phantasia, Gnome was annoying. Bosses should not be able to spend that much time invincible. Another one was the true final boss of Bubble Bobble. I had to beat that one with a turbo controller.
Wow, this turned out to be a long post.