Of course my favourite boss of all time remains Vergil, being the original DMC or DmC.
It's not only the difficulty of it,but it's also the strategy it requires and it's also the encounter of the emotional side,you know : Brother vs Brother.
And he's so damn good to fight with.
In DMC1 I liked the Nelo Angelo fights(obvious reasons),Mundus( I found that god-like form he had,to be so epic).
DMC3 (besides Vergil) I enjoyed the Nevan Battle,Cerberus,Geryon ( I loved the design for the horse) and Arkham ( for the sake of having Vergil by your side and some Jackpot ! badassery)
DMC 4 I liked Angelo Credo,The Savior,Echidna and Bael.
In DmC I didn't find any particular amazing hard boss fights besides Vergil (even though he wasn't that hard) but I liked the Bob Barbas fight.