Hm. I don't own a lot of really hard games, since I draw a line between hard and long/hard to control. I would probbably say Super R-Type or Prince of Persia.
The only shooter I'm good at is Galaga. I'm not used to advanced weaponry, or walls that cause you to explode, which is the case with Super R-Type.
Prince of Persia happens to have a great style of gameplay, and it (alongside Out of This World) is the mascot for cinematic platformers. I really want to see more games from this genre, as it has a lot more finnesse and realism to it. Anyway, Prince of Persia is hard for me mainly because of the controls. Holding A is supposed to cause the character to walk one step, almost stealthily. However, this occasionally fails, and causes me to duck, crawl, and go sailing into a pit of spikes. I know I just said that bad controls don't count, but this is more of a glitch than a control flaw, as nothing is too stiff or too loose.