1 - Wriggle. Just Wriggle.
2 - Parsee, who is amusingly hard for a stage 2 boss. I'm jealous.
3 - Alice Margatroid, especially her Foggy London Dolls.
4 - Reimu, of whom I still dislike. Honestly, Reimu, I hate you.
5 - Honestly, Orin. I've never made it to Sanae for some reason, and all the other PC stage 5 bosses are really just weakened by their own ability. I swear, there is not a time in which Sakuya's timestop gave me time to figure out a good path to take, Youmu slows down the game for me to easily dodge incoming bullets, and Reisen just kept making her bullets easier to pass through by making them untangible.
6 - Yuyuko and her butterflies of DOOM. Forget Kaguya and her annoying Imperishable Night's End, those butterflies now scare the crap outta me everytime I see them. Remilia kills me too quickly for me to know, as I can't play Normal well, and Utsuho, though laughable to you, is just below Yuyuko for me.
EX - Despite not completing Normal mode on anything other than the fighters, I seem to have completed enough of a few extra stages to conclude that Flandre is my hardest bout. Mokou is tough, and so is Ran, but the hitboxes are at least visible on PCB and IN.
Fighters - Patchouli. No matter how hard I try, she is the MAIN reason I fail at SWR's story mode on anything higher than Normal mode. Other reasons include Yukari, Reimu, and a hint of Iku.