Sorry to revive this thread, but I don't want it to go to waste.
My hardest achievements:
Completing Land of the Livid Dead/Tricky Treasure levels in Rayman Origins (Wii). The Tricky Treasure levels are hard as hell but are merely training compared to Land of the Livid Dead.
Completing Bloodstained Sanctuary (Cave Story +, 3DS Port) with only the Snake. Super Missile and Blade. Granted unlike Land of the Livid Dead, this level does get easier aside from the bosses. I also had no Life Pot so no healing for me.
Defeating Ultimate Dragon in Dragon Quest VIII (PS2), because it's attacks deal nasty damage (it's default attack deals 300+ damage) and it can attack 3 times per turn.
As a kid, I remember that Kirby Super Star Ultra's True Arena was difficult; as an adult, it's easy. Also, getting all treasures in Great Cave Offensive. As a adult, Helper to Hero is quite difficult with some helpers, though Jet and Wheel weren't as bad as I'd though they'd be.
Getting every single Goofy Goober token in SpongeBob SquarePants: The Movie Game. The Macho Time Trials are brutal.
Completing Gungrave on Kickass Difficulty. Seriously. Everything can tear through your HP like tissue paper, you can't heal yourself and bosses can 1HKO you. The entire fight with Bunji can be summed up as "Bunji moves toward you, uses his Graveyard Special and you die." But hey, at least you unlock the remaining Action Figures, all cutscenes and unlimited Demolition Shots (though you can't heal).