This is hard... This series has so many cool designs. My favourite is probably Ouroborus. I remember her giving me a lot of trouble in Strange Journey. I wish it got a 3D model, I'd love to see it in motion. Such a simple and effective design. Yes, it's essentially traced from an alchemy book, but it looks great, I don't think all designs need to reinvent what works.
Others I love are Kaya-no-Hime, Kikimora, Nidhoggr, Hoyau Kamui, Shekinah, Ym, and of course Chemtrail. I never actually encountered it because I got sick of fiend hunting but the concept of it is just too funny. They need to do more conspiracy theory demons. Well, I am still waiting for a demon from my country's mythology...