There is no "final boss" of FFXI, since there is more than one form of endgame; each has a certain monster that is generally considered the final boss. Some of the hardest(winable) fights would probably be the wyrms(Tiamat, Vrtra, Jormugand), Cerberus, Khaimara, Hydra, and Dynamis Lord. The hardest fight right now is Absolute Virtue, which is presently unkillable; there's a thread discussing him and why he's so hard in this sub-forum if you want to learn more about him.
Usually people use 18-man alliances to kill them and often have more people outside of that alliance; you can kill them with less probably, but 18 is faster and easier. Just about every endgame fight requires a group to do, FFXI has very little solo content.
Closest thing to dungeons would be Limbus, Salvage and Dynamis, which can hold up to 18, 18 and 64 people respectively. They run similar to the instances in WoW, you fight your way through the area until you reach the boss to win the zone. Salvage is different, though, in that when you start, you have all gear removed, your subjob locked, can't cast magic, can't use job abilities, and all of your stats are reduced; all you can do is auto-attack bare-handed and use items. As you kill the smaller monsters on your way to the boss, they monsters drop cells which unlock specific slots of gear or abilities/magic, etc. All 3 events are timed(Limbus and Dynamis have time extensions, while salvage is 100 minutes every time), so you really can't get everything unlocked for everyone.
As for pictures, you can just go to
http://wiki.ffxiclopedia.org/Main_Page and look up any monster you want, but here's a few of the bigger ones I mentioned.
Jormugand(Tiamat is a red version, Vrtra is a Purple/black one)
Hydra
Absolute Virtue
Dynamis Lord
Kirin(fairly minor now, but was a big deal a while ago)
