Well, I think that excluding games that are hard simply because they are bad (I'm looking at you, Master System's Indiana Jones and the Last Crusade), I would say that Ikaruga on the Dreamcast is probably the hardest game I own. Even though it is one of my favorite genres, I absolutely suck at shooters, especially in the ones that can be considered as bullet-hells or have some kind of gimmick (and Ikaruga fits in both categories).