Interesting titles here. I didn't really have much problems with Bangai o Spirits - well, initially I struggled a fair bit because I didn't understand the basics. But then after awhile I got the drift and finished a lot of the levels (wasn't huge on the puzzleish ones.. i hated those moving block thingies -_-)
Again, Shin Megami Tensei Devil Survivor I didn't find hard at all. Sure, there were a few frustrating missions, but nothing one or two skirmishes couldn't fix- they're there for a reason, after all. Strange Journey wasn't particularly hard either.. mainly because
It was not as hard as Etrian Oddysey.
As someone pointed out, yes, Etrian boils down to grinding a lot and you'll be fine. But I can't tell you how many times I was out grinding, was satisfied with progress, then randomly got raped on my way to healing/saving/etc.
Made me want to stab someone. But after awhile it isn't too bad.
I didn't mind Contra 4; it was a bit of a bitch though, especially because in those arcade'y kind of games i'm usually not too worried about dying until I realised I'd get nowhere in Contra if I didnt active try to dodge the hell out of everything. Even then I struggled
I also did try out Dark Spire but didn't play it enough; mainly because I didn't feel like that 'hardcore' experience. (And the fact that that my starting party had like 5 hp each and it made me very uncomfortable when they went down...). But I guess the fact the hardcoreness put me off meant.. well, yeah, I found it hard. I remember getting wiped out on like, my third encounter with a random foe. It was embarrasing. I don't think I was playing it right XD
Henry Hatsworth starts off at a pretty good difficulty, but, towards the end, it pulls out some seriously unfair levels. Games pretty goddamn good though!
Out of all these, the game i probably had the most problem with was Dark Spire; perhaps because I didn't invest enough time in it. Although it did seem like a bitch anyway.