Sephiroth
Final Fantasy 7
Sephiroth is one of the most loved(!) bosses in Final Fantasy, with one of the most famous FF songs - "One-Winged Angel". Despite all that, though, he's also one of the easiest final battles in the series. His first form - Bizarro Sephiroth - is a two-headed, multi-limbed pupaic monstrosity (indeed, bizarre). Your party must split into two or three groups to defeat him, with each group only having access to a selected group of targets. His next form, Safer Sephiroth (probably mistranslated from Seraph Sephiroth), grows one single wing out his back. His signature attack, "Super Nova", lasts about a minute, and destroys the whole solar system to try to knock you out. (!?!?). The final battle is for cinematic purposes only - a one-on-one with Cloud. See also FF7 Characters.
Shadow Lord
Final Fantasy 11
The final boss of the main game of Final Fantasy 11 and the Lord of the Beastmen. He began the crystal war by gathering most of the beastmen races and attacking the three nations. Though he was defeated by Zeid, the Shadow Lord was defeated, although Volker took the credit. Later when he was resurrected, he was revealed to be Raogrimm, a lost Galkan who gave his soul for vengeance of his love. He starts in his physical form, which is vulnerable to magic. After his defeat there, he switches to Dynamis Lord, his magical form, which is vulnerable to physical attacks. He has many powerful attacks, such as permanent Chainspell, Invincible, Blood Weapon, and the ability to clone himself for a few seconds.
Shinryu
Final Fantasy 5 & Final Fantasy 10
In FF5, the ultimate dragon hides in a normal treasure box, but if the unwary traveler opens it, WHOA! It uses powerful water attacks and absorbs basically anything but physical damage. If you manage to defeat it, you'll get a "Dragon's Crest", which is as useless as the Proof of Omega. Still, can't beat that feeling of accomplishment, eh? In the GBA version, an even stronger Shinryu, Neo Shinryu, can be found in the Sealed Temple, arguably the hardest fight in the whole game! In FF10, Shinryu returns in the Monster Arena, and becomes available after capturing a set of aquatic monsters. He is battled underwater.
Ultimecia
Ultimecia is the main antagonist of FF8 (see FF8 Characters) who only appears and speaks at the end. Although she doesn't have much personality, she packs a lot of punch. Any GF's in the process of being summoned can be wiped out, so that strategy won't work here. She can also remove any one spell (no matter the quantity) at once, even if it is junctioned. After her first form is defeated, she then summons the ultimate GF - Griever. After that is defeated, she then junctions herself to Griever, making a strange merged beast. Her final form is a giant robot sorceress, who has the capability to cast two strong spells - "Hell's Judgement", which will bring the entire party's HP down to one, and "Apocalypse", an ultima-like attack (which can actually be drawn and used by the party).
Vegnagun
Final Fantasy X-2
Vegnagun is the ultimate weapon, with the capability to destroy Sin, and incapability to distinguish friend and foe. It appears to be controlled by some sort of organ. Yuna, Rikku, and Paine work their way up from the tail to the legs, arms, torso, and finally the head, before confronting the weapon's controller.
Yiazmat
Final Fantasy 12 / FF12: Revenant Wings
AKA Yazmat (JP). This wyrm is the final mark, and is only available to fight (in the Ridorana Cataract) after beating its little brother, Hell Wyrm, in the Sochen Cave Palace. Both fights have multiple health bars; Yiazmat has over 50 million HP! Both fights also allow you to leave in the middle and heal up; the HP of the boss will remain depleted. Yiazmat can take several hours to beat, after which you gain the last ingredient for the Wyrmhero Blade.
CP: One Deity among Dragons, One great Wyrm to rule all Wyrms of the World, by the Creator Himself created. Legend says it's an Anima, Guardian to a sacred Blade. Though most sacred amongst its Kind, its great Power drove it to Madness, and in the End, it became a threat to it's own Creator. His Master was killed by Yiazmat, robbing Montblanc of all Joy in Life,and he would have Revenge.
In RW, Yiazmat is holed up in the tenth and last floor of the Midlight Deep, and beating him will power up Vaan's Anastasia sword.
Yu Yevon
Final Fantasy 10
Seeing the final boss of FF10 is most definitely a "WTF" moment. This fight is more for cinematic purposes than a challenge, since your characters have auto-life cast on them. Yu Yevon is just a floating, black, blobby squid who first possesses your Aeons and forces you to destroy them. After that, he attacks with spells like Gravija, Ultima, and Osmose. He can heal himself each turn for 9,999 HP, and if that wasn't enough, the Yu Pagodas assist with curing as well. (See FF10 Characters and FF10 Story for more information)
The physical representation of Zemus' rage and hatred looks pretty nasty even when it doesn't do much, but when you reveal its final form, it looks like a cross between a Metroid and an Alien. It uses several freaky spells, including Black Hole.
Zeromus EG
Final Fantasy 4 Advance
The final boss in the optional Lunar Ruins, Zeromus EG is named so for the use of his "easy game" version sprite. Using similiar attacks and patterns as his standard version, EG is also appreciably tougher.
Feolthanos Exultant
Final Fantasy 12: Revenant Wings
The Last Auralith, Feolthanos consists of three parts (Medi, Dex, and Sinis), being the head, right hand, and left hand, respectively. Each has one massive attack, but worse are the Wing Wraiths he constantly summons. When you finally manage to get his HP down, he'll summon Bahamut to give you grief.