Getting 100% in
Spyro 2 on the PSX. Some of the Orbs and flying challenges where brutal. To date, I have never done anything as challenging and time consuming as that.
EDIT: Almost forgot - 30 kills and no deaths on my first ever foray into multiplayer
Unreal Tournament (the first one). I had never played a shooter online before but about two years of playing against bots on Godlike difficulty clearly paid off. Or maybe I got lucky and ended up in a game with only terrible players.
Playing through Mirror's Edge on hard, without guns. Got all the way to the server room (like 5 minutes before the end).
I did this a few months ago. It's bloody annoying. What's worse is that the rest of the game is a breeze without guns, even on hard, but then you get stuck at this one horribly difficult segment. I must have replayed it well over 100 times.