Giant sponges.
Giant sponges so much.
They are sessile, indestructable, and as far as your dwarves are concerned, fucking terrifying.
My first .34 fort had several giant sponges in the stream that it straddled. The amount of headache they caused was increadible. To kill these things, you have to drop a cave in on them (and you have to make the pillar to the cave-in support tall enough that your builders don't go "WAAUGGHGH" and run away from the sponge five tiles below); or you have to dry them out somehow, which means windmills/waterwheels, pump stacks, lots of channeling...
And that's pretty much it, apart from maybe !!MAGMA!!.
I spent the better part of my first two years building giant cave-in-drop pillars.
They're also increadibly dangerous. Do you have military dwarves? When they see these things, they go berserk. They'll charge at them if at all possible, dodge the body slam right into the river, and drown after fighting it for about six days. It's like they have mind control that draws other creatures to them. I once saw a trible of 9 giant mosquito men ravage a sponge for a whole freaking year. Three died from sheer exhaustion, after they plummeted into the river and drowned. After that, I restarted with another fort and a later version.
... best thing though, is that was before I tried screwing with the raws.
See, at that point, we still didn't have updated versions of runesmith or DF hack, so I couldn't just get rid of them. So I tried changing the raws around; adding mouths, trying to make them above-water, changing their temperature values, etc. All I managed to do was make them able to move somehow, albiet very slowly, and hit dwarves with bone-breaking force. Yeah. Whay-da-go.