I know, I know, I'm supposed to come up with them as GM. But I'd like to see published examples so I know the general kind of thing I'm supposed to be making. Are there any published Great Beasts (other than the tiny caption-stub for Antares the Colossus) and, if so, what book are they in?
If what you are seeking about great beasts are rules about how to pact with them and what powers they concede then Arcana Exxet is the book you seek
It include rules for around thirty powers (or great beast, or aeons, depending of the entity). They come in the same format as the arcanes in the core book: you pact with it (which is often an adventure in itself) and you gain a power you can activate spending magic. They come in several scales of power, ranging from demigods to fully fledged gods, supernatural entities, incarnated concepts and so on. They have a (often pitifully short) back story and most of them are (loosely) inspired in real world myths.
On the other hand, if you are seeking great beasts as NPCs, there is only an example I'm aware of: Rudraskha, the Aeon of storms. It is found in The book Those Who Walked Among Us (AKA Anima bestiary).
The book, along the stat block and the background history, include a description of the powers gained with a pact with it, esentially the magical equivalent of a tactical nuke, but not how such pact can be made. The only clue about it that you have to somehow persuade him that you are "worthy" of borrowing his powers. The catch: This creature has a very unpredictable behavior, alternating periods of letargy with sudden, unprovoked and extremely destructive fits of rage. The perspective of having to deal with a enraged, city-sized, god-like living force of nature is, at the very least, undesirable.