Megaman 1-4 on NES.
1 was fucking tough. Fuck Fireman.
2 was a letdown. It's not as good as most people say.
3 was great. Despite the weapons not being as good as 2, it was a perfect balance in toughness and enjoyment.
4 was also great. People don't give it enough credit.

Also, Final Fantasy II (US SNES version). That sucked. Zeromus was the only high point of the game and even he wasn't hard.