Chrono Cross- I absolutely love the game and the concept, I love the characters and plot, but there's like no sense of direction in the game. It's so easy to get lost, even if you look up the walkthrough.

For the longest time I kept restarting and restarting to get all the characters only to find it wasn't possible to have every character in a single game :|

I was seriously disapointed... I'm thinking of tackling it again this summer o_o

Tales of Vesperia, the fight with Estelle. I did that one damn fight over 12 times and had to buy the leveling downloadable content from Xbox in order to defeat her. No matter what level I was or what I did or the combos I used, I couldn't finish her off for some reason and god that was extremely hard to do.

Hah I had a hard time with her Estelle >< But luckily I didn't need a leveling download...

Hardest Game... Hmm.
Alien Versus Predator (360) Marine Nightmare Campaign is quite the pain in the ass.
or
Parasite Eve (PSX) final boss was pretty hard, especially the final form ><

@Marionette: Chrono Cross xD God I haven't played that in years. I think its pretty awesome you can't get all the characters in one play through. Nice change of pace I always hated getting the last character in RPGs

Ugh. Ninja Gaiden series. Ugh. That is really all there is to say about it. I had a difficult time with it on it's lowest difficulty. I can't imagine the people that manage it on the higher difficulties. So.Damn.Hard.