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After about nine logged hours of gameplay and one of the more bizarre video game endings I've seen, I've downed all 16 colossi and, well, pretty much just what I expected happened. Several of the last ones were super difficult (I took over an hour on just the final colossus).
My new favorite colossus is #13, a giant flying sand worm. Upon riding into his desert, he burst out of the sand and up into the air, and seemed to go on forever. Three glowing air sacs protruded from his underside, begging to be popped with arrows, but catching up to the swift-flying worm as he bobbed and weaved was pretty trying, and aiming while on horseback is something of a trick.
After hitting all three sacs, the worm descended, but was still flying really fast. It put two fin-like protrusions from the front part of its body down into the sand. I had to ride up to them at full speed, jump from horseback, and grab hold of these fast-moving fins. Then I had to climb up the fin and make a tenuous leap to its main body.
The body had three weak points, one near the fins and each of the other two further down toward the rear. As I made my way to a weak point, the worm would wriggle around, and even turn upside-down to try and get rid of me. Alas, I made it to the vulnerable spot and stabbed it into submission - but then the worm's protective flaps (over each weak point) lowered, and he dove back down into the sand, knocking me out in the process. Eventually he surfaced again, and I had to repeat this shooting-and-catching process twice, once for each of the remaining weak spots.
Though fairly long and really difficult, it was definitely the most interesting fight of the game, and perhaps my favorite boss of any game in general.
Beating the main game opens up a Hard Mode and a Time Attack Mode, both of which I intend to try sooner or later.
As I have said - Shadow of the Colossus does few things, but does them very well. Some will be turned off by what the game lacks, but if you enjoy boss fights against impossibly large monsters, this is a real winner.