Nemesis is a monster arena boss, the most powerful, and he's in every version of FFX.
Penance is in the PAL and International versions of FFX, and he's the most powerful optional boss of 'em all. (Although, due to the CTB system, nothing's really too difficult if you fight correctly...) I believe he appears as an airship location after you defeat all the Dark Aeons. (Also in PAL/International versions.)
For the rest of the information, you know where to look.