The platforming sections (in the Nova Suit) get to be tricky later, I'll give you that... but they aren't too hard. I remember hopping like a rabbit through a lot of the areas (find the shortest / easiest way to get to the end, you don't have to stop and kill all the re-spawning enemies).
Unfortunately, there's a glitch in Keith Courage that allow you to beat all the bosses pretty easilly. Full-turbo slash + jump (when appropriate) and you cream most bosses. This game should have made the boss encounters more memorable!
If you want a tough game, try JJ & Jeff. The last level or two require mad platforming skills and makes KC look like cake
Adventure Island on NES is as tough as JJ & Jeff, IMO. Both great games