Jeanne from Bayonetta: Some of the coolest QTEs in the game(you get used to them after a while). Fighting her is very fun and fast paced compared to some of the other slower bosses.
Dark Souls the thread(DLC spoilers
, Ornstein and Smough, 4 Kings, Priscilla): All of the boss fights in the game with the exception of that mothafuckin tree are pretty impressive the first time around. Some of them(O and S, 4K) are much much much better with the big difficulty boost from NG+ and turn into the best boss fights that I've done in years.
The Child from Catherine: The bosses are all very cool and fitting aesthetically, but this creepy bastard takes it to a whole new level:
Ugh, worse than those PS3 ads.
Demon's Souls: Same appreciation for the fights as Dark Souls, with possibly the most asshole end boss of the generation.
Jet Bahamut from Final Fantasy XIII-2: I blazed through this game in comparison with FFXIII, so it may have been due to my team being unoptimized, but I remember this fight taking 3 or 4 tries the first time through, pre-grinding, and it had me on the edge of my seat the whole time. There are very few RPG bosses that do that to me.
Heroic Ragnaros from Firelands, Hard Mode Mimiron and Sinestra from Bastion of Twilight in WoW: I know WoW doesn't really come as part of a generation, but it's been around for that timeframe. These 2 bosses epitomize what I like about hardcore raiding boss design. They require you to work as a team, learn from your mistakes, strategize, and almost every mistake leads to a death, which more often than not, will lead to a soft enrage wipe.
Sticking with WoW, also Yogg-Saron, Vashj and Kael'thas Sunstrider: Not as punishing as the last 3, but these 3 fights epitomize strict teamwork requirements. Some of the most I've ever seen in gaming.