Romancing SaGa 3. The amount of time you spend powerleveling is immense and you're pretty much forced to do the sidequests or you're fucked. Not to mention your character's stats are static and never change. And trying to learn multi-attacks for Commander Mode is a chore.
Any game in the Fire Emblem series, but only if you try to do it without having anyone die.
The Megaman series. These even have a reputation for being hard.