There's always that one boss you fight that you just can never seem to get past. Often growing up or something. Read the trope here. http://tvtropes.org/pmwiki/pmwiki.php/Main/ThatOneBoss
For me, Dracula in Circle of the Moon is really, really, ridiculously hard for no reason. I don't care if it's the final boss, it's ridiculous. At least the song is really good, especially for a GBA game.
I had some trouble with Necromancer too I think.
I know a lot of the missions in FF12: Revenant Wings are weirdly hard. You can't get through that game without grinding kind of a lot. Phoenix Magnion in Mega Man Zero 2. That guy stopped my progress for... quite awhile. Even with savestates, I had so much trouble with that. Getting the EX Skill was impossible. It was the first mission I attempted, and the level wasn't easy either.