My personal final bosses are Zero Two and Kriemhild Gretchen.
Kriemhild Gretchen is the ultimate embodiment of despair, and her massive size combined with her dark origins make her the perfect final antagonist.
Zero Two is an absolute nightmare to fight, due to his long reach combined with ridiculous combos. Even when I (tried) to nerf him, that didn't stop him from being almost impossible to hit due to you constantly getting combo'd. However, I learned that Zero Two can be attacked if you block his special attack where he tries to suck you into his halo, and attack him quickly enough when his attack ends (if he doesn't happen to guard. I need to figure out how to disable guards for characters, because Zero Two is so long-reach-combo-heavy he shouldn't need to guard)