It would be a tie between:

Devil May Cry 3, and Silent Hill 4.

Those two games were tough.
I even considered using cheats to get through them.
I'm not the best gamer in the world, so I usually try cheats when I can't manage to pass a level.

I dislike going through the same part of the game over, and over, and over, and over.......well, you get the point. ^__^