Am I the only one noticing a trend with all these games that are CHALLENGING?
But, my vote goes for:
The Ice Cave - in FFI (NES)
TMNT (NES)
Batman (NES)
Ninja Gaiden - I still love the game though(NES)
Zelda II (NES)
Zelda I - only after you beat Gannon the first time, and everything gets moved (NES)
Total Recall