1. The End - Metal Gear Solid 3
To defeat The End you have to chase him around not 1 board, but 3! He is a sniper with a specially modified tranquilizer rifle. He evades your traps and can spot your from just about ANYWHERE. He has two types of attacks: he'll either run at you, shooting, or he'll try to take you from one of his points, which are incredibly difficult to find at first. You can equip thermal goggles to try to track him when he's running, only he runs so fast his foot prints will soon fade before you catch up to him. I got my bragging rights from him the first time when I took shelter in a log, and was able to shoot him back after I found the sun glinting off his scope from one of his high points. In my opinion, Hideo gets major points for adding that fabulous detail in. Also, a fun easter egg is if you shoot The End's pet bird, he'll swear vengeance on you, and you'll see both of them later when you face The Sorrow. If you're able to sneak up on The End, you'll get his moss camo, which makes you blend in with most areas up to 95%. Sweet deal!
2. Pyramid Head - Silent Hill 2
Pyramid Head is actually James' alter ego, in a sense. If you're familiar with the end of Silent Hill 2, than this makes perfect sense. If not, either play the game to find out or read through Wikipedia's articles on it. Silent Hill 2 is probably the most mind-trippiest of them all. While the first, third and fourth games focus on the scare tactics, Silent Hill 2 keeps that theme going, along with some crazy and really adult-themed mind-warps. Pyramid Head appears continuously throughout the game, either attacking you or in a cut scene where you watch James hide from him. The concept behind him alone is enough to really freak you out, but defeating TWO of them at the end is extra wonky. His representation in the live action film, Silent Hill, in my opinion, was right on the mark. Gruesome, violent, silent, and popping out from nowhere.
3. Nemesis - Resident Evil 3
Yeah, yeah, no one likes Resident Evil 3. However, Nemesis is worth mentioning. He gets his own live-action role in Resident Evil 2 the movie! Jill Valentine runs around the destroyed Raccoon City with the help of Carlos, evading zombies and whatnot, and out of no where Nemesis will bust out of wall and start chasing you. The whole game is like a twisted hide and seek with this mutant. Not only that, but unlike similar characters (Clock Tower), there is no warning that he's coming. No freaky music starts playing, the screen doesn't flicker, nothing. You'll be investigating an object and suddenly BAM! there he is with his tentacles and rocket launcher. God help you if he's blocking the only exit. On top of that, even if you are able to evade him, you can still hear him chasing your and groaning, "S.T.A.R.S."