Responses in this thread are interesting. I just finished the game last night, so now I'm willing to go read more about the game.
For me, it was Taurus Demon by a loooooooong shot (I'd estimate 15 tries). Four Kings would be second. O&S I did on my first try. I guess my only explanation is that I went into the game intentionally not reading anything about it, so, having to figure out everything on my own, I didn't understand how the game worked when I was at Taurus Demon. By the time I got to O&S, I think I may have been slightly over-leveled?
I can see how Gwyn would be very difficult depending on your playstyle/build. I got him on my third try.
Honestly, if you counted Havel as a boss, he'd be a very close second to Taurus Demon. I still hardly knew what I was doing in the game by the time I got to him, and he demolished me many times.