I personally loved all of Ulduar. The first attempt on Algalon was crazy, and I would say that for me Yogg-Saron was the most epic fight ever. The amount of stuff going on, and when we finally downed him and got server first + 0, that was indeed epic.
Runner ups: Ragnaros in Firelands and the Lich King. Illidan was pretty epic as well and Prince was great, pretty much all of the BC raids were amazing I thought back then.