Yeah, the SA-X does have its creepiness in-game, stalking you like the god damned Xenomorphs from Alien...
But she has NOTHING on that bitch Nightmare and its MELTING THUCKING FACE.
Giygas didn't really stand out to me that much. Other than being a cool concept it was just a distorted field of wavy shaky wtf to me.
Honestly there weren't a lot of bosses I found 'disturbing' or 'scary' at all. They were either 'wtf were the creators on?!' or '... HOLY MOTHER OF AWESOME.' to me.
I think as far as terrifying bosses, the Saccubus (spelled that) in the first Phantasy Star was frelling terrifying when I was a kid and first played that game. But then, it IS a nightmare.
(for the uninitiated, you'd go to sleep in the governor of Motavia's mansion for free, get healed up, and all of a sudden, DEMONFLOATINGHEADFROMNOWHERE'd! It completely rapes you no matter WHAT you attempt to do to it, you brace yourself for a quick Game Over... And then the game goes 'But it was only a dream...' Bastards. >>;
Nevermind the fact that you later find out said DEMONFLOATINGHEAD looks exactly like the head of the final boss of the game, who, unlike what you think ISN'T the corrupted evil king that's been screwing the entire star system, but rather this... demonic alien "Space Flea From No Where" to borrow a phrase from TVTropes. XD
I'd also say that the Doomsday Device's brain in Septerra Core was also rather disturbing, but then again so was the entire doomsday device (Basically, think a giant bio-mechanical warhead that burrows into the core of a continent, sprouts tendrils that burst out of various locations in the ground and completely rape the gravity of that continent, raising it up (the gravity changes of course creating your typical calamities and destruction and killing most everyone) until it smashes into the floating continent above it. >>;