I guess Nightmare, but solely for the fact that he scared the hell out of me roaming around as a shadow in the background. --- The Leader of the Metroid: Other M Board http://img693.imageshack.us/img693/3659/idunnololu.jpg
Nightmare namely. Shadow in background, theme, and appearance. Loved this theme!
I guess another one that comes to mind was the first Torizo in Super Metroid. --- "When you've had a bit too much o' this (wine), you bring the Silver Lady out to dance, blow her up and use her as a pillow."-Sam W.
Oh yes, SA-X and nightmare, just seeing/running from them before you fought them for real made them much more terrifying (and considering how easy the SA-X was when you have to fight it, that was really all the made it terrifying). The Omega pirate was probably the scariest Prime boss for me, though the whole deserted frigate tutorial I thought was quite creepy as well. If I had to pick one over all though I would probably pick nightmare, if just for his oozing eyes.