Veteran difficulty in Modern Warfare games is not that hard. The hardest sections of the game are when the game forces you to assault quickly and blow through enemy forces. However considering there are a finite number of enemies spawned in each area of an Modern Warfare title there is for much of the game the option of hanging back and taking them down methodically from longer range with the use of cover.

The final level of Modern Warfare 1 when you're in the nuclear missile silo is perhaps the hardest non-easter egg mission you get in the first 2 games. On veteran the silo can take around 9:45 to reach the final chamber and is a genuine race to see if you'll make it on time.

I personally found the veteran difficulty in Black Ops to be far harder since Treyarch are known for leaving areas of the game with infinite spawning enemies. Levels like the ones in Vietnam where you're running across the battlefield at Khe San and you have 3 seconds between squads of AK-47 toting North Vietnamese forces attacking you is far harder since there is no simple "wait them out" option even though there is no time limit to completing the mission.

Hardest game I ever played was Alundra not because the gameplay was immensely difficult simply I couldn't bloody figure out where the hell I was supposed to go half the time.