Oh, First Watcher was the worst. I heard about a game where the free people's player left him alive and kept moving and the shadow player couldn't play any other minions. I think it was in a multi-player game, so no shadow player could throw minions.
Worst Balrog was the common one from Moria, but back in that set you could always pack one for site 5.
The Enduring Shelob from Seige of Gondor always loses to Eomer with Horse and Spear.
First Lurtz was kinda over-priced. 7 twilight i think.