Hm...tough question. Most RPGs I've played are only just in the realm of tedious or I've played them so many times they aren't tough anymore.
Overall, Star Ocean 2 was a pretty tough RPG. God, all the power leveling near the end of the game was ridiculous. The random encounters were just monstrous. I can't even imagine the higher difficulty levels. Star Ocean 3 doesn't even compare in the difficulty level.
Final Fantasy II also got ridiculous, but playing on an emulator, there are ways around 'random' encounters....
The final bosses of Grandia III were...ugh.
*fwink*
Yay! I get a turn agian!
Team: Dammit Xorn!
But overall, RPGs aren't difficult. There are always ways to use the system to your advantage, whether it be through powered equipment or skills, using strategy, or blunt mindless power-leveling, RPGs just aren't generally difficult. Especially newer RPGs.