I say Myria from BoF III, have yet to beat her, that swarmy little...grrr....It's so not fair xD especially 'cause I lost my data and have to play the game over, for a 4th time, heh.
That, or the Black pirates from Metroid Zero Mission
And definately, definately the last boss in Gradius Galaxies, the brain? hardest thing ever
Heh heh, just kidding xD