Super Metroid's Phantoon and Draygon are the only times I actually had a legitimate challenge in Metroid games. Rest of them were easy once I figured out their patterns, but yeah, the black pirates in Zero Mission were stupidly strong.
Nah, I have a lot of trouble in Contra 4 too. It isn't exactly easy, but other games in the series, like Neo Contra, are harder. Then there's Hard Corps which most fans say is the hardest, but it's actually the easiest, at least to me. Seems mostly because it's a memorisation type of game, where you have to memorise how each stage goes so you don't blindly run into hazards.
It's also my favourite Contra game, not because it's easy, but because it has impeccable design (in every way). I guess some people don't like the fact that memorisation plays a bigger role in it than it does in other Contra games, but I don't mind it.