The FF3DS dungeons where you can't save.

Or is that cheating?

FFIX's Desert Palace is pretty tough and tricky. It was the area I was most terrified of when I replayed IX with difficulty mods. My favorite bit of trivia is that, since most every enemy is a caster, if you try to Silence them, they will obliterate you because they have insane physical stats. Or so I've heard.