I gotta say, I came in here expecting everyone to say Heroic Lei Shen and Heroic Siegecrafter, but there seems to be some decent variety. I personally didn't find either that compelling, and Lei Shen was frustrating because you had to split your raid into 4 individual pieces and one piece failing could very well screw over the people who were succeeding. Sure once you down it, it gives you that little bit of accomplishment, but wiping for 200+ attempts and having the potential to wipe every week thereafter due to just one group constantly failing is not a fun concept. As for Siegecrafter, it seems hectic at first but once you recognize the pattern, it's just run to one spot, run to another spot, run to the third spot, rinse and repeat.
For me I'd have to say that Megaera and Dark Shaman. Megaera was fun because of the multiple heads aspect, the fact that it increasingly got more and more panicked as the fight went on, and I loved the rampage phases where you can just stand there and own the healing meters. It really felt like a return to the BC bosses of old. Meanwhile Dark Shaman is fun just because of the split raid deal and how each side is so drastically different from the other. It's sort of like learning two different fights in the beginning until you get stuck on whichever side you're best for.
Also, honorable mention for Heroic Garrosh pre-valor nerfs. It was so fun to learn the fight and it felt like a dance. Everything had to be done so precisely. Lots of fun.