Bosses aren't always done well. As much as I'm starting to feel like the guy who mentions Bayonetta in every post, I'm going to have to say- Jeanne, the Gracious and Glorious enemies, and Fairness and Fearless enemies.
Jeanne is a great boss, her harassment of you spanning multiple areas and chapters of the game, and the character is great. I'd say she's more compelling than Bayonetta herself. The fights with her rely solely on you learning how to better play the game, becoming more taxing with each encounter. Nearly every attack she uses is available to you as well- she does have some nonstandard attacks that you'll never access, but for the most part she serves more as a test of how well you've learned what you're capable of in the game. It's pretty amazing to finally cross that barrier from not understanding how you can possibly beat her, to charging her head on because you know you can handle anything she can throw at you. And the best part is that it's not because you upgraded yourself in some way or found a weapon or powerup- you just got better at the game from going up against her.
Gracious and Glorious aren't actually bosses. They're something of a test the way Jeanne is, I suppose, to make sure you didn't get over reliant on the witch time ability you've had for the entire game. They're faster than pretty much any other enemy in the game, deal tons of damage, and are quite unpredictable. They keep you on your toes, and you can't activate witch time (at least the standard way) to catch a breather while they're around. It's also great practice for the Nonstop Infinite Climax difficulty level.
Fairness and Fearless are a lot like Gracious and Glorious, but are probably more dangerous due to the focus they have on teamwork. Fairness and Fearless both have areas of expertise, with Fairness able to immobilize you and close the distance between the two of you at breakneck speeds, and Fearless able to attack at a distance almost incessantly. Approaching one of them without knowing what the other is up to is all but suicidal. Similarly, jumping out of the way of either one will usually simply get you caught in midair and tackled back to the ground. They're vicious, methodical, and can absolutely destroy you if you try to focus on only one of them. Every fight with them is about fighting smart, not getting caught up in your own attacks and combos, and always watching the both of them to know what they're trying to do next.
Basically, Bayonetta is awesome, the normal enemies in that game blow plenty of bosses out of the water entirely.