This. I could aslo say Mass Effect 1 on insanity (2 was too easy being able to regenerate and all). I don't play many games, just that and WoW :|
I found Mass Effect 1 a lot easier because of the weapon add-ons, Beneziah has nothing on Praetorians.
Ninja Gaiden 2 is a pain in the ass.
The final boss on Star Ocean: The Last Hope is one of the most frustrating battles I have ever done.
Prince of Persia the old one for sega and no doubt about this, NES game battletoads 3, big respect if you beat it without the emulator on the pc which you can save on, but to beat it on the real NES especially on 2 players... Never tried Thief 1/2/3 on hardest mode tbh, must be hard I think.