difficulty is relative. the Wall of Flesh is insanely difficult. Skeletron can easily dissect you. but that happens because at the time you face these foes, you simply lack the stats, and DPS, to deal with them effectively.
in terms of sheer difficulty climbs, i would easily say the Mechanical bosses (all of them actually) are the hardest, because you might have to face them even before upgrading from molten armor, which only improves melee (the worst posible choice against these things). plus, all bosses have a way of controlling the battlefield that simply forces you to be extra defensive and carefull, and mistakes are severely punished.
The Twins starts out as an unpredictable foe that can both spam you you with pretty accurate and damaging ranged attack, deal DoT effects, or simply rush through the screen like an avalanche, or even worse, split up and do both simultaneously. plus, their erratic movement can make killing one off first a problem. their enraged versions are particularly deadly, especially Spazmatism - that flamethrower attack pretty much guarantees 25% health lost every time it hits you, and one in range, there is NO ESCAPE. period. that thing comes close and starts spraying you while you are under 200hp, or when your healing potions are on cooldown, you lost. they also have some pretty high defence.
the Destroyer simply takes over one half of the screen with a massive moving hitbox, and covers the rest with laser-firing probes. end of discussion. it is immune to all debuffs, has tons of defense and hp, and is next to unkillable in a single night without piercing weapons of some sort. in fact, piercing weapons are the only reason you manage to kill it at the time you face it. using arrows, or bullets, no matter how high the damage, simply will not be enough. plus, it forces a lot of preparation. you have to create a really massive arena to contain it safely.
Skeletron Prime, however, is a different story. four arms, four weapons, a rage mode, and insane speed. pfft. i screamed like a girl first time i faced that thing. it moves too fast for arrows, his arms are so erratic that even if you didnt have to actively dodge focusing on a single arm to destroy first would be a challenge, and his two melee arms WILL kill you, while your landings are unsafe due to bombs hitting the floor and his laser predicts your movement. use. the. ichor. and bring along your inner warrior, you will need some boldness in this fight.
after these, you get access to pretty good gear, such as Hallowed and Chlorophyte gear. thats pretty nifty, and makes the next two bosses a lot more relaxed. Plantera, if you know what you are doing, cant even be called hard. i defeated it the first time i found it with frost armor, crystal bullets, a gatligator and a jetpack. if you manage to jump and fly circles around her, the only thing causing you trouble will be its thorn balls. of course, should you enrage her, or lose yourself in the confusion, it tends to end differently.
the Golem is too easy because he is susceptible to map modification. all you need is your best melee gear, a few potions, a very tall wall, the mushroom spear or better and that rod that places two clouds for permanent DPS. 4 minutes of dodging and he's done. less so if you place traps.
Duke fishron is another leap. super fast, insane damage, sharknadoes, and rage mod. just... run away from this monster of a boss. use boots, equip all your items with +speed, use asphalt blocks, and use megashark with chlorophyte bullets. you will win eventually. just keep kiting it untill death.
finally, the bosses from events are not too difficult. by this time, you should have some of Fishron's drops, likethe flairon and bubble blaster, that make these bosses trivial - you will kill them all by the dozens at this point, if you keep flying around, have a massive pool of lava, use traps, and sometimes come down for the hearts. only the ice queen poses a chalenge.
thats how it goes with me.