I'm not referring to phenomena such as galaxies or clusters but rather, what is the largest discrete celestial body that has been observed in the universe?
Depends on your definition. Do you count hydrogen clouds and other wispy things? I'm guessing no. So that pretty much leaves us with stars, dense things, and black holes...
If you're looking at objects' diameters, it appears NML Cygni has the largest radius. R136a1 is the most massive of ordinary, discrete objects. Supermassive black holes are of course much more massive than that. The heaviest discovered seems to change frequently but the largest I found was OJ287, at 18 billion solar masses, listed in the Wikipedia article.
That being said, I think the question is a little unfair. What holds stars together? Gravity. What are stars, and even black holes if you include their whole event horizons, mostly composed of? Empty space. Can you see through a hydrogen cloud? Yes. These are all identical to galaxies and superclusters of galaxies, so if the former things are really to be considered "objects," the latter should be, as well.
There is a "Giant Blob" out there that may vie for the largest "thing". It is actually comprised of giant galaxies connected by Lyman alpha blobs. Probably not exactly what you were looking for, but perhaps the Lyman alpha blob may meet your criteria. If not that, then there is the mysterious Hanny's Voorwerp. There is still a lot of stuff out there that defies classification.