Hey Ninja, that boss in Bloody Wolf is awesome, no? You'll get him, don't worry.
Space Harrier -- everything is going fine for the first dozen stages and then bam! and then bam! and then bam! Stupid little f***-ups prevent me from 1CC'ing the game. It took me ages to get decent at Space Harrier (I don't use continues).
JJ & Jeff -- holy crap this game gets tough in the last level or two! I only beat this game a few times (2-3) and I had to use a LOT of continues (normally I don't like to resort to this). Adventure Island (NES) is just as challenging as this game, IMO. Both great games, though.
Sinistron -- I suck at stage 3, the asteroid field and stage 4, the maze. I can't consistently pass either stage. Sometimes I sail right through them, otherwise my game ends. What's funny is that I can play the final stage ,with a pea-shooter, better than I can play 3 or 4 (I'm not kidding, and the last stage is much tougher). I think I have a mental hang-up about asteroids and mazes. Seriously.