The hardest game that I have ever played would have to be Knights in the Nightmare. Permanent death with all characters, limited turns, limited time, the fact that bosses have like over 100,000 hp at least with you only able to deal roughly 5,000 damage per attack and you barely have enough time to get enough damage if you don't get hit.
GoldenEye is pretty ridiculous on 00 Agent, but the first two difficulties aren't very hard. Control sucks, but it's only protecting Natalia that makes it hard. If you know where to stand and where the enemies come from while she's hacking the computer it's not too bad. It's a piece of cake on Agent.
I never did beat the final boss in Prince of Persia: Warrior Within. The boss is extremely cheap, and I didn't care for the game to begin with, so I just decided not to bother finishing it.