Can I choose the entire Kislev sewer dungeon in Xenogears? And Babel tower? At least Babel tower has gear battles and good music, so it's the lesser of the two evils.
I never got the complaints about the sewer dungeon, it was alright with me, and Babel had badly designed platforming. Dat sand canal in WA3, Life in the Sands (optional) in Nier, most of the dungeons in Tales of Legendia and Symphonia.
If you ever happen to get a (Nintendo) system that has a Fire Emblem game, you may want to try those, since those come to mind as being well known for difficulty. And strictly on PSP, you may find Knights in the Nightmare up your alley if you're willing to learn a complex system.