The worst though is Mega Man. Every time I play one I vow to never touch the series again, and then a year later I start another and it makes me just as frustrated. I actually LIKE the games, but why the hell nobody has made a "normal mode" hack for them I have no idea.
I've somehow managed to play through most megaman games, some with less glory than others. It might be worth trying the Mega Man X series, which might be difficult too, but I've always thought it just feels a lot more organic than classic blue bomber.
The X series is mostly what I had in mind. I tried the old NES ones but couldn't even scratch the surface. :[
I have played X through X4, Rockman and Forte, and the first Zero all the way through (though I exploited savestates with Rockman and Forte I was so frustrated and impatient).
I did finally pick up the trick to saving my sanity (and controller) is to only do a stage at a time, that way I can stop while I'm ahead after beating a boss, and not take in too much stress all at once. And to cheat with google to find where all the upgrades live.
But the old school formula of doing something over and over again to perfection feels like work to me; tedious and masochistic work.
Same with Shemps; I enjoy them, but unless they dole out credits generously, I just get bored of doing the same stages over and over again.
Ironically, I loved Demon's Souls, because the addition of levels and the ability to regain souls meant I was always advancing, even when I wasn't getting farther.