I remember watching the anime when I saw some pretty enormous monsters. I was curious about what are the biggest in size. Unfortunately, I hadn't been keeping track of the series past 5Ds, so the only ones I can think of is the Egyptian Gods, earthbound immortals, and possibly star eater. Then again, one time when I was briefly watching zexal, I saw a number card that seemed way larger than any monster to date.

Technically, it should be Number 9: Dyson Sphere. It represents a spatial construct with the Sun at its center, so I doubt there's anything bigger than that. It has a counterpart, in the form of Number C9: Chaos Dyson Sphere, that should be of the same size.

The anime did represent Number 9 as an enormous construct in its first appearances, not depicted directly into the field but shadowing the whole place for covering the Sun, but in later appearances it was depicted as a less monumental monster, still of notable size but not on a spatial level anymore. It's counterpart, however, was implied to be even bigger, but I highly doubt it since its only appearance was in a very dramatic episode and all animations were maximized.

There have been several monsters of huge size in all the anime and manga series, even TCG/OCG exclusives, but knowing what those two numbers represent it's highly impossible they aren't the biggest of them all.

After what Palen said, my next guess after that would be Exodia the Forbidden One. I really have no clue as to how he would stack up against some of the later monsters, but in my mind he had to be at least one of the biggest. After the Red Eyes Black Dragon, Exodia was always my favorite monster and he seemed huge the (one?) time he was seen in the show.

Mynamescox44 : I have never seen exodia appear in the anime, but I did a counterpart called exodia necross, though. By the looks of it, it seemed considerably large. The meklord emperor grannel seemed really big, too.

Final Weapon : It appeared in the very beginning when the show first came out. For one reason or another Yugi had to duel Kaiba with something important (maybe his grandpa's shop?) as the prize. Of course Kaiba was beating the snot out of Yugi with his Blue Eyes, and at the last minute, Yugi drew the Exodia cards and got an instant win. Then, on the boat to the Island Tournament hosted by Pegasus, the Weevil character asked to see Yugi's Exodia cards, and then threw them overboard so he couldn't ever use them again. That's the only instance of them ever being played in the anime I know of.

Kaiba tried to bribe Yugi's Grandpa into giving him the fourth Blue-Eyes White Dragon so that he could own all the copies of that card, but when the old man refused, Kaiba dueled him and won, earning the card in the process. He later tore it apart, because only three monsters of the same name can be placed in the deck, and thus Kaiba was now the only owner of Blue-Eyes.

When Yugi saw Kaiba acting this way, he decided to duel him. During that duel, he managed to get Exodia almost miraculously, which won him the duel. That was the first and last instance we got to see Exodia played correctly, because many characters have used those cards or variants of it without any success, except for Adrian in GX. 

About Exodia being big in size, more or less it seemed like the Egyptian Gods, which in turn weren't as big as Earthbound Immortals. Remember how Cusillu was as tall as a building, while the Egyptian Gods weren't bigger than the Coliseum atop Kaiba Corp.