Was that previous boss Mendez? Two or three incendiary grenades usually kills him whenever I play.
I never have enough room for grenades. I have a flash that I saved for him since I found out he'll fall no matter where he is. I still have the Rocket Launcher I bought before that I plan on using him, and as far as strategy goes, I got it pinned down easily.
Basic guide to guns in RE4:
Red9 is the best handgun.
Striker is the best shotgun.
SAR is the best rifle.
Broken Butterfly is the best magnum.
Buy the Red9/Striker/SAR as soon as you're given the opportunity, and grab the free BB when you can. Don't bother buying/upgrading any guns other than those 4 except possibly the riot gun, 'cause it takes a fair while before you're allowed to buy the striker, and you might want a decent shotgun in that time.
I've been in a bit of a debate. As far as Rifles go, the SAR is better, but I don't use it that much to really warrant it, since it takes up more space than the regular rifle (it just happens to fit in the box better than the bolt action due to most of the objects being 1x2 or 2x1 in dimension, leaving me more horizontal space than the bolt action), so I may end up just keeping the regular one due to the fact that there's no real reason for me to warrant using the SAR since the money used to buy it could go into powering it up (plus, in certain cases, it may help when reloading a bullet because I get an instant front view of Leon after every shot, which can be very helpful when trying to snipe enemies from afar and someone comes up close to me, I can switch weapons and shoot them in front). For shotguns, the basic shotgun is supposedly better between it and the Riot Gun since the extra costs for the Riot Gun don't warrant it being much better cost-wise. For Handguns, I'll probably stick with the Red9. It's cheaper than the Blacktail and stronger in the end, and I already have the TMP for speedy fire.