There is nothing like the final bosses to bring a game to its conclusion, to let the game credits roll.
For me Lance and Red are my favorite bosses. Lance is the champion when you get to him in HG, he was quite a challenge, more than the elite IV that's fore sure, and when I was battling his team it really felt climatic and filled me with joy when I finally beat him. And Red, well, he's just insanely awesome. First time I confronted him I had a hard time defeating his team, but when I did, I knew I had done it, I knew I had officially beat the game, and I felt proud of myself. So yeah, Lance and Red, definitely.