I'm a twentysomething white male American with everything to prove; I'd fuck with any boss, any time, for any reason. That said, I probably wouldn't specifically choose to eff with Kefka. The psychotically violent and mentally ill usually don't let things slide.
@MadassAlex: Everyone I know had trouble with the dragon, but I just don't get it -- it was one of the easier RPG endbosses for me. I guess that's because I used the totally game-breaking strategy of unequipping all my Djinni before entering the battle, so my first turn consists of doing all the Level 4 Summons in order, and my second turn doing all the Level 3's, which probably leaves the dragon with 20-30% of its health.
snalin: What OS do you have, and what version of SS do you have? Because I had problems running the normal version of SS on Windows XP, but there's a System Shock Portable version of the executable that works just fine. It even came with a DOSbox configuration file.