Probably the final boss of Super Mario World. It just felt very intense and bizarre all at the same time, and has always left an impression on me for some reason.
I also loved the two Big Bullies in Super Mario 64... it was fun having to avoid their ram attack and knocking them back into the lava. But a big part of what I loved was the music (and the stage itself). One of my all-time favorite video game levels and tracks.