Like the title suggest. Whatgame did you play that was tough, but you stuck it out and in the end achieved victory? Was it a Contra Game? Was it a fighter? Which was it.

For or me it was the 7th Saga. The game is rediculiously challenging in the fact you face off against random other adventurers who will always be a few levels up on you, and grinding up to match makes them even tougher.