Some enemies make the player, as opposed to Samus, want to curl up into a little ball.
Power Troopers and their palette swaps in the first Prime. Thankfully they get easier as you upgrade but their introduction is still a surprisingly painful endurance test.
Wave Troopers are by far the worst. You can knock Power Troopers around with Super Missiles and the Plasma Beam is powerful enough to tear Plasma Troopers apart quickly. The Wave Beam, on the other hand, fires (and charges) slowly, so you can't just spam it, and the missile combo guzzles missiles, making it almost useless unless you're close to 100%. If you're battling more than one of them, the half-charge stun trick will effectively stunlock them, but it does so little damage it'll take a long time to kill them. Infuriatingly, these are the most common out of the four, and on Hard Mode, the outcome of the Omega Pirate fight hinges on how many of his mooks are Wave Troopers.
While Mega Turrets (Prime) aren't too bad on Normal, on Hard they're a nightmare. Uncannily accurate, taking six missiles each(!), screwing up your visor every time they hit you. and coming either in pairs or in batteries of four(!!!). Thankfully, when you encounter a larger battery, you can usually find a panel nearby to deactivate them.
Fission Metroids. Oh God, Fission Metroids. At first they're about as tough as an ordinary Metroid, but then they split into two mini-Metroids... which can only be harmed by one of your four beams. Most players resort instead to just vaporizing the lot of 'em with a Power Bomb, but in the room in which they're encountered, they infinitely respawn, and Power Bombs are a rare commodity.
Bloggs, especially Dark Bloggs, in Metroid Prime 2. They have a ridiculous ability to hit you. What? You'll just side-dodge? They get you even if you attempt to side-dodge, even with the Gravity Boost to maneuver in the water, and the damage count is fairly high too. And they have only one weak spot, which isn't even vulnerable except while they're charging at you, and ridiculous health for this no less. And the boss version of them is That One Boss...
The Grenchlers, also from Prime 2. Way too much health (I swear those things don't take extra damage from the Dark Beam), obscenely damaging, will chase you into the water if you accidentally fall in (very easy in some of the rooms), plus they generally come in groups of three and have frighteningly broken hit detection. Oh yeah, don't even think about escaping to higher ground. They'll jump all the way up to you. And if you are at a distance, they will use an electricity based ranged attack.
The Rezbit mechanoid in Echoes. Tough, agile flying with powerful attacks, an at-will instant-deploy deflector shield, a 'no lock on' mode where you can only hit it with manually aimed beam attacks and beam combos — which is the precursor to its Interface Screw attack. They stop being Demonic Spiders once you're accustomed to their pattern... but still remain an annoyance. The Screw Attack and Power Bombs can One-Hit Kill them, which makes them less of a threat once you have those two abilities. Until then, Entangler (charged Dark Beam) shots and missiles are the way to make the fight quick.
Dark Pirate Commandos. They're fast, have powerful attacks, and spam EMP grenades that can mess up your visor for several seconds. On top of all that, they're tough, and can become invisible to your normal visor. Thankfully, the Dark Visor makes it possible to see them, but until you get that, they're hair-rippingly difficult to fight. Thankfully, if you can't kill them, they'll eventually leave the room in two or three minutes. Like with the Rezbits, the Entangler makes these guys far easier.
The Hunter Ing. Their attacks don't hurt that much compared to some other enemies, but they can render themselves intangible at will, and can even attack you during their intangibility period. While you can hurt them with the Dark Visor, they're insanely tough as well, soaking up hits from the Light Beam like it's nothing. The easiest way to deal with them before you get the Annihilator Beam is to energize every beacon and crystal you come across with the Light Beam. Or just run.
Hunters has the Guardians, which appear whenever you enter a room where an enemy Hunter was before but isn't now. They jump around at near-lightspeed making it insanely hard to hit them with anything let alone a zoomed-in Imperialist, all while blasting you with charged shots from their weapon. Their weapon which you never know which one it is until they start shooting at you. Plus, if you do attempt to get an Imperialist headshot, their "head" is actually above their eye, the latter of which would be the obvious target. Your best bet is to wait until they just stand in front of you shooting at point-blank range, then go for the headshot.
The Ki Hunters in Metroid Fusion are wasp-like creatures Samus encounters when trying to restore the power to the BSL. They come in two varieties: hopping and flying. Each is just as demonic as the other. They take multiple hits to destroy and each hit from them takes out NEARLY AN ENTIRE ENERGY TANK!! Meanwhile, when you first encounter them your movement is hindered by vines clogging up the engine room, making it hard to dodge their attacks. They become almost no problem once you get the Plasma Beam and Gravity Suit, but they can really be a bitch to deal with beforehand.
In a refreshing instance of the developers being aware of this, the room immediately after you get the Plasma Beam consists of several of these enemies in small boxes—perfectly lined up for you to test out your new weaponry on. Samus won't laugh maniacally, but you may.
There's also the SA-X. You encounter it at several scripted points in the game, most of which can be dealt with by hiding and waiting for the ominous ambience to stop. However, if it starts chasing you (and there's two encounters where you must alert it to proceed), it can easily chop off huge amounts of health with its Ice Beam (that travels through walls). Ice Missiles will freeze it for a very short period of time. Better know what you're doing...
The eponymous Metroids themselves. In the sidescrollers they are completely invulnerable to all weapons except the Ice Beam (if you don't have it, you're screwed). After being frozen, it takes five missiles to kill them, and they thaw much faster than other enemies will. If one manages to grab you, the only way to get rid of it is to go into Morph Ball and drop a bunch of bombs to dislodge it... but recovering in time to freeze them is insanely hard when they attack in groups. The Prime versions lack the invulnerability, but still obscure your vision when they latch on and still need bombs to dislodge. In Corruption, you have no Ice Beam but Ice Missiles, which the Metroids dodge by turning intangible — you must bait them into attacking to make the shot connect!
Kyratians in Metroid: Other M. Reptilian monsters with a pair of Electivire-like tails, they hop around like nobody's business while spewing powerful energy attacks in your direction. Your best bet is to nail them with multiple charged shots, but this is far from easy; they are seemingly capable of Sense Moving just like Samus, and will dodge your shots whenever possible, returning fire all the way. Making matters worse, they move too quickly to Overblast most of the time, and, once you freeze their tails, they sheath themselves in electricity and become invincible. Just touching it hurts, and the only way to stop this is to either wait it out or fire a Missile at them (rendering yourself stationary for a moment). When you get the Screw Attack and can kill them instantly, it comes as a huge relief.
Other M in general is chock full of enemies who are made exponentially tougher because of a punitive health system and the learning curve involved in using missiles without getting creamed. But no enemy causes as much grief as the Desbrachians: large and strong beetle-like enemies that appear in the post-game every time you break a power bomb door, who can turn invisible, take a ton of damage and can only be killed while in their crouching pose - but if you don't rush in and break their face with a fully-charged beam in an action command or have a super missile charged up quickly, they'll retreat into a shell and regain all their health, unless you can get off a Power Bomb faster than it can get out. They get far easier once you learn that they have a brief moment of vulnerability just after they spawn, just long enough to charge up a Super Missile. Follow it up with a couple of Charge Shots and the Lethal Strike will off it.
Your only hope in some situations is to use the Power Bomb, then get to the other side of the room, miles away from the spawning Desbrachian, and spam Super Missiles to easily win. As you can imagine, they are much more dangerous in smaller rooms where they will get to you quickly...
Rhegodians can be just as bad when you first encounter them. Stupid fast and usually encountered in cramped areas. They have two different beam attacks that do ridiculous damage, and have wide-ranging claw attacks (again, cramped area, not good). Once you power up some more, though, they become laughably easy. By the time you face them in the post game, you can one shot them with the Screw Attack or Power Bombs.
Black Pirates from Zero Mission are immune to every single type of attack other than the Plasma Beam, rendering the Screw Attack, Missiles, and Super Missiles that make Samus so powerful useless. Oh, and a pair of them wait right outside the endpoint of the final level, forcing you to beat them first. Many people find them more difficult than the Final Boss. The only way to kill them easily is by abusing an A.I. Breaker.
If the player is taking them on in a non-15% run, all he needs to kill them is just to rapidly hit the B Button, and dodge when necessary. On a 15%, one way to deal the most damage is to sit on a ledge and shoot them while they attempt to reach you.
The Chozo Ghosts (Prime) are a nightmare to fight the first time you see them. They like to cloak, move around at high speeds, shoot you while you're distracted, and make loudshrieking noises. Especially since they appear in multiple rooms, can only be harmed by the Power Beam (probably the weakest weapon in the game), and usually come in threes. Fortunately, the X-Ray Visor lets you see them at all times, and Super Missiles count as Power Beam damage, allowing you to take them out quickly. Navigating the Chozo Ruins (until you're ready to get the Ice Beam) is not recommended during their "appearance" phases, as you only fight them after you first encounter them in the Elder Hall.
Warp Hounds from Metroid Prime 3: Corruption. They're ridiculously durable, shrugging off multiple missiles and charged beam shots, and Ice Missiles don't do much. And as their name suggests, they teleport. A lot. Most of the time, all you can do is shoot a charged shot or missile at them as they teleport again and again and again. Facing multiple Warp Hounds at the same time is infuriating if you don't use lots and lots of Hypermode. Just to make things worse, they love appearing in groups of three or more at a time, accompanied by the nearly as annoying (though less teleport-happy) Reptilians. Thankfully they don't do much damage, but that makes them slightly less annoying.
Phazon Hoppers (Corruption). They have tons of health as well, taking nearly 7 missiles to the face before going down. They have powerful ranged attacks, melee you if you get close, and go into Hypermode at the slightest provocation. In this state, they have so much damage resistance they're pretty much invincible, and they produce shockwaves whenever they take a step. They always love coming in groups of three of more. Fortunately, the only time you are forced to deal with them the hard way is on the Valhalla. The next time you face them, you have permanent Hypermode. Enjoy blasting those buggers to bits.
Pirate Commandos (Corruption). They have very strong armor and attacks, and also love to go Hypermode at the slightest provocation. And after a short time in the Pirate Homeworld, they will show up everywhere. Fortunately you can shoot their weakpoints with the X-ray Visor and Nova Beam... but then they start coming in pairs. One of the two will use Hypermode as soon as they appear, which jams the X-ray Visor and forces you to go Hypermode and kill that one (if not both). They make destroying the Command Center's shields much harder than it needs to be.
Zeta Metroids in Metroid 2 have high health, but unlike the similarly chunky Omega Metroids, they are very difficult due to their high speed, constant movement, and tiny vulnerable section.