Portal (and Portal 2) have fantastic boss fights. They aren't especially difficult but they are climactic, fun and full of humour as GLaDOS cuts you down with her dry and witty put-downs.
Zelda obviously has amazing boss fights, as does the Metroid series. I think Boss fights are essential to certain types of game but I don't like it when they aren't done well (Halo 4) or are just there for the sake of ending the game in a way that's different enough to the gameplay you've experienced so far, to make it feel like a finale.
Left 4 Dead doesn't really have boss fights as such but at the end of each campaign you're in a set location and you have to survive against an endless horde and 2 tanks. Makes for a climactic and tense ending to a game, especially if you're playing versus mode where two teams of four take turns as survivors and special infected.