I could cheat and say some of the RPGs, but that's mostly only for post game dungeons and super bosses anyway, so I'll stick to just the platformers.
Hardest is tough, though if I had to pick just one platformer, it'd be Mega Man Zero 2. Now adays I can slice through that game no problem, but it took me a month to finish the game for my first time on normal. Comparitively, anything not in the Zero series probably took me at most a week, and this is including playing the classic games as a 5 year old. The Zero series in general is brutal, but that one, especially collecting all the elves and such, could be absolutely terribly hard. At least in Zero 1 if you sucked enough you'd skip through missions so you could still make progress, with this one though you have to do it or you're not finishing the game.