The top contender for me is Tomb Raider 1. I'm still stuck in St. Francis Folly, because Pierre keeps killing me. I haven't picked it up in a few years out of pure frustration. I'll do it one day, I swear!
Then there's also Sonics 1 and 2, which I last played as a kid. I actually tried to set the Genesis up a few months ago, but apparently you need rabbit ears for it to plug into a modern TV, which I don't have. God knows how that works, but maybe one day I'll buy a cheap TV from a garage sale so I can play all those old games again.