Overall one of the hardest games I beat was Megaman X6. I fucking hate how difficult that game got. Instant death spikes that you can't see, taking away how much you can see, timed areas of platforming, and a random factor that can make certain levels harder. And seriously the giant fucking "cube" boss can go right to hell. I know other games might seem harder because they are more unforgiving with their mechanics, or without any place to stop and save the game. But Megaman X6 manages to give you all of that, and still be a balls achingly hard game.
I'll admit up front, the boss fights are mostly jokes, and you can sort of power through a lot of the junk they throw at you, but Overall Megaman X6 was the hardest game I've ever beaten. There are some things you can find and get, that make the game a little easier, and learning how some of the abilities work would have helped when I was playing. But still I never beat this game on it's hardest setting. Just beating it on normal made me nearly pull my hair out.
Honorable mentions go to DMC3. So much fun, and so hard. It doesn't make the top spot because brute forcing your way through the game isn't that hard. Some of the monsters are ridiculous but nothing kills you instantly...
Chaos Legion DEAR LORD that was an INSANELY hard game. I still don't fully realize how I beat one of the bosses, and just looking at the last boss again is like opening a chapter of one of the worst days of my life! Again this one would be the hardest, but the purchasable items make it more manageable, and the hidden secrets can make the game a bit easier, but this is a strong contender for the hardest game I've ever played.
Demon's souls. Love this game, it's so well made, looking forward to the next one, but I'd be telling a lie if I said this game didn't frustrate me with how hard it is. This is a game with a unforgiving learning curve, but once you know what you've done wrong, or what you are doing wrong, the game is much easier. Spamming healing items can help, but more often than not it just doesn't really get you anywhere. The game manages to be difficult enough that the big problem with Chaos Legion and DMC isn't present. However again this doesn't get the final gold star because of one really big problem. The bugs, I've heard a lot of people say it's possible to get bosses caught on the ground, and then just spam them to death with magic. I don't know if that is entirely true, I never stooped that low, but A lot of bosses and hard monsters can be killed rather easily if you know their behavior patterns. The game is still difficult and simply has a high level of required knowledge and skill in order to beat it. But it doesn't win the gold star of the hardest I've beaten, mostly because the hazards are set. Once you know where they are you can set them off without getting clobbered by them. Once you have the rythme down for fighting the bosses they don't seem hard at all. And yes there is a random factor in the world tenacity and your body tenacity, but you can control those if you know how, and manipulate them. The random factor in Megaman X6 is not something you can control and is a huge pain in the ass when it decides to screw you over.
Final honorable mention goes too... Breath of Fire Dragon Quarter. Unlike all the above games, this one was not fun, I did not enjoy it, and think it was hard for no good reason. Firstly it's an RPG without a place to stop and rest... ever. Your health is never brought back to full. Not for any story elements or anything. NEXT There is a finite number of monsters in the game you can kill. Monsters never re spawn, when you clear an area, it's cleared until the game is over. You can't stop and grind monsters for Levels, and there are not enough monsters in the game for you to level on in order to beat the game on your first run through. I am not joking the monsters will get too strong for you to kill. The bosses will get too strong for you to kill. You are expected to hit this wall and die miserably.
There is no Healing Magic. Yes the only way to recover health is with healing items. So you better stock up while you are in town, because if you run out, you are just screwed. Next there is a limited number of saves you have for each play through the game. This really wasn't a problem for me, but honestly It could have been, and still is worth mentioning. Next up your on a time limit. Yes the RPG is timed. In turns and seconds. It's all linked to your dragon form. The more you use it, the less time you have to get threw the game. Each turn you play in the game, and every few seconds the timer goes a little more away, and you can drain this time quicker by abusing your dragon powers. When the time is up, it's game over.
Now this is the part that really irritated me the most. The game encourages you to die and lose, and fail. Your current XP goes away when you die, and restart the game, but your group XP remains, so you are expected to die and fail and just build up a bunch of group XP to spend on your guys until they are strong enough to beat certain areas. As you die or beat the game, you get a rating that goes up slowly, and unlocks secret areas, and parts of the plot you were not initially allowed to see. There is also a farie village you are expected to bring up and take care of, that has it's own dungeon. This dungeon is almost a good place to get group XP, but it resets your level for each attempt. This makes this dungeon not a very good place to go grinding. Hands down This is the worst, and hardest RPG I ever played and beat.