I always quite liked the ones where you blast upwards through one of three lines of bananas to a 'mystery' prize:
Well, actually I didn't like those ones until I worked out how to reliably get the middle prize and land back in the barrel — that way I had already won something, and if the 'big prize' was still up there, I'd know whether to fire to the left or right. These were always some of the quicker bonuses, too, which I liked.
Those high hit-point Klaptraps were a good challenge, as were the 'guess which barrel' ones which required good focus and quick eyes. DKC had a great range of bonus area challenges.