Walking into Ulduar, you're immediately met with a group that failed an assault, and is now doing everything in their power just to hold back the enemy forces. You waltz in and they tell you "Hey. We're kind of fucked right now. Can you help us siege their gates?"
Immediately, you're made to feel like you have an important part to play in the story. FL may not be the best boss, but just piloting the siege vehicles through thousands of Iron Dwarves alone was enough to make me feel like I'm doing something important. Then, they send you in and you have Razorscale. Again, there's a group of NPCs who just can't handle what is in front of them, and they need your help. Ignis was a bit boring, but XT was given a silly voice that was memorable, and made people laugh. (Playing into the cartoony parts of Warcraft, rather than going all serious; This is one of Warcraft's major advantages over other MMOs. They can be silly on occasion without feeling out of place.)
Then you waltz on into the Antechamber, and there's the Iron Council. They're not the most interesting, but they give you CHOICES, something very rare in WoW fights. And depending on what order you kill them, you actually can make the fight harder, and get better loot. (This is the case with all Ulduar bosses, but it usually involves you NOT doing something you're supposed to do, or doing something you're NOT supposed to do. Not just a kill order.) And immediately afterwards, you have the Algalon sequence if you do them on Hard mode. You're given a task, which at the time had a timer attached to it, telling you to do everything on Hard mode so you can stop the END OF THE WORLD. Fucking. Awesome. Your characters feel more like heroes than ever before, honestly.
Kologarn was an interesting fight because it was the first time they had something of the sort. (That I can recall, anyway.) Instead of just burning the boss, you actually wanted to kill his ARMS because he was just so fucking huge. The Keepers, don't even get me started on the keepers. They were some of the most interesting fights I've ever seen. Thorim's battle arena with part of the group while the rest rushes to engage him in combat; Hodir's ice area that kept you safe from his most deadly attacks; Freya's mushrooms that protected you so you could still cast and deal damage; Mimiron's oh-so-tempting button followed by the multi-mechanic fight that concludes with an insane amount of coordination... Just utter badass. The Crazy Cat Lady wasn't so interesting in comparison, but you get my point.
The faceless guy was interesting because he was one of the few fights that used the anti-healing mechanic. But even he did it in a different way. Instead of anti-healing, he was anti-MANA. All mana users had to have coordination with each other as to not kill one another, and to also have the mana to do anything. It was crazy in a fun, unique way. And then Yogg-saron. You'd been fighting his minions and images and blood all over the damn place in Icecrown, and it all culminated in this fight, which you needed the help of the Keepers to defeat. (Unless you were utter badass at the time.)
And finally, we have Algalon. A celestial fucking being, with no empathy and no fucks given. This section is entirely me gushing, but Algalon's quotes, his fight, everything about him just makes my dick ROCK HARD. I can't see them ever topping a character like Algalon. It just can't be done.
It was just beyond epic all around. Throne of Thunder, on the other hand, felt a bit forced. The Zandalari were only loosely tied into the Mogu and the Thunder King, all these creatures didn't really have any buildup to them, (Unlike the Keepers, who were all long since established in lore, including Thorim having been a quest giver in the Storm Peaks) some of which were FAILURES of the Thunder King. So why are we fighting his FAILURES? Why are they not against him as well? There's so much behind the raid that just doesn't make sense story-wise, it never stood a chance against Ulduar's epic feel.