I'd say Commander Yammark

I've only played through Mega Man X4 and it remains one of my personal favorite games. The bosses in the game were pretty cool. I've always liked Frost Walrus because he was huge and beefy and took up a huge chunk of the screen. I always liked using Zero's Rising Fire attack on him for an extended uppercut-like fire attack that would drain Frost Walrus's health quickly.

I like a lot.....
But if had to chose i chose

Chill Penguin.....