These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Big Lipped Alligator Moment: A blue teddy bear, menaced by kissing aliens, operates a power boat and is unceremoniously thrown overboard by a giant lobster. Hell, half the bosses are like this; a cyborg wolf with an Arm Cannon riding a horse, anyone?
Goddamned Bats: Those bee-like enemies that you fight between boss battles. Better have the homing ready, as they come in swarms, shoot at you, then fly erratically and kamikaze you. The bomb-dropping alien birds also do get really annoying too.
Goddamned Boss: Some of the bosses may not be tough, but they are certainly annoying.
The moth/fly boss that eventually gets eaten by Back Stringer. Watching it futilely flap its wings as the spider approaches and while the spider EATS IT ALIVE may gives you chills.
Tear Jerker: That cute blue bear that drives the boat for you? He gets thrown into the river by the Lobster boss, helplessly calling for help.
Those Several Bosses: Listing these would take up half the article. The queen bitch of them all, however, must be Siren Force. You fight her underwater, depriving you of your fire-based weapons, in a constantly moving vortex full of mines, with a timer that's about to run out. Oh, and after you've fought Valkyrie, Medusa, Silpheed and Artemis Force, none of which are exactly a walk in the park.
Epsilon-1, your character's Superpowered Evil Side which manifests itself in an evil giant robotic eaglebent on destroying humanity. Its weak spot, the head, is obscured by its two talons that absorb ALL shots they touch. Oh, and EVERY. SINGLE. ONE. of his attacks do 200 damage, enough to kill you in a few hits or so. Finally, the only weapon that does decent damage against it is the ammo-scarce Lancer Force (provided it doesn't get blocked by the talons). Which you might probably have run out of after three boss battles in a row against Sunset Sting, Viblack, and Back Stringer.