It comes as a tie between Dracula's section on Very Hard, and the GnG section on Very Hard, both of which have such freaking spaced out save points. When I learned I wouldn't be allowed to save right before Dracula... I died a little on the inside. He always was the hardest boss to me; now, he's even harder for me to beat than The Guy is, I think.
And GnG... do I have to explain? But like I've said countless times on these forums: I've got the spike corridor down. But basically because I played it OVER 9000 times on Medium to practice up for Very Hard. But that was really the only section I felt the need to "practice," haha...
But one of the worst experiences... freezing up by the time you get to Birdo in Very Hard (which happened all too frequently), being unable to get to a particular secret item because I hadn't downloaded the right version... man, I've got tons.