Fallout 1 and 2 are pretty tough, particularly at the beginning and such great games.
Final Fantasy Legend II on Game Boy is one of my favorites from back in the day and is a lot like Final Fantasy 2 in terms of systems, also pretty tough depending on how much you like to grind.
Dragonwarrior (Dragon Quest) or Earthbound 0 (available as fan translated ROM), if you're feeling particularly old school.
All that stuff you can pretty much only find on PC these days, maybe VC in a couple cases.
Final Fantasy 2, 3 & 5 are all pretty tough, depending on how much you want to grind away the edge. All three are available on PSP, although you didn't list that as an option. 2&3 are also on iPhone and Android. FF Origins and FFV are available on PSN for PS3 too.
Final Fantasy Legend II on Game Boy is one of my favorites from back in the day and is a lot like Final Fantasy 2 in terms of systems, also pretty tough depending on how much you like to grind.
Dragonwarrior (Dragon Quest) or Earthbound 0 (available as fan translated ROM), if you're feeling particularly old school.
All that stuff you can pretty much only find on PC these days, maybe VC in a couple cases.
Final Fantasy 2, 3 & 5 are all pretty tough, depending on how much you want to grind away the edge. All three are available on PSP, although you didn't list that as an option. 2&3 are also on iPhone and Android. FF Origins and FFV are available on PSN for PS3 too.