I use to hold the PS DUAL SHOCK Controller in a way that made the joints on my middle finger and ring finger hurt....so any PS game after a while. I eventually changed that though. I never had a problem with the regular PS controller though =P

For games that actually cause pain to my hands see none. WTF is wrong with all of you? I was a Mario Party wizard and never suffered any crap. I have a light touch to everything I do (curse you carbon paper!) so maybe I just never go in with the force necessary to get to a breaking point?