Hardest game overall? Really hard to say. Probably one of the Mystery Dungeon games due to how the mechanics work (no control over your team members, and they'll attack a Pokémon that's used Destiny Bond, for example, killing you).

Hardest standard game? I think White 2 in Challenge Mode is supposed to hold that honor.

Hardest final boss? Pokémon XD: Gale of Darkness, if you attempt to capture all the Shadow Pokémon in one match (the way you're supposed to).