Come to think of it, all the bosses from MGS are quite cool. Looking back, Laughing Octopus was another great one, especially if you didn't use the Solid Eye thermal mode.
If you shoot The End when you first see him, you have to fight another Ocelot squad, right? Never actually done that, but now I might have to replay the game to find out.
Another great boss bas Dr. Birkin from Resident Evil 2. Not so much because of anything in-game, but because he didn't just show up for the final battle like a lot of bosses do and because he had some of the most grotesque but cool mutations ever.