Leshens, hands down. One of the most interesting monsters in any universe personally. The quest in Skellige involving a Leshen is one of my favorite quests in the game.
Though Fiends are in a very close second just because I love Deer ^-^
Oh man, I think either the ancient Leshen, or one of the Ifrit's gave me the highest amount of excitement in terms of monster fights. I enjoyed Fiends as well, but they seemed far too easy to deal with in comparison to the other "big ones".