XCOM - definitely the hardest game I've ever played. Scared me as a 7yo too .
Chrono Trigger (since rereleased on DS)/ FF7 - best two RPGs ever made . Still replay both from time to time..
There's a lot of short (but enjoyable) arcade games from the past too though. Thinking of Tyrian, Raptor, OMF 2097, hmm..