May I suggest Shin Megami Tensei IV?
It's awesome! I'm on my 2nd playthrough (trying to go on neutral route) and I swear, it has everything you ever wished for in a JRPG. It is unforgiving with you from the start, even on default difficulty. The story is amazing and you'll end up trying to figure things out a lot, only to notice them when and where you least expect them. The artwork is amazing and the facvt that it has 4 different endings makes it even better for me. So if you want a real challenge, try SMT IV. I swear, you could lose a fight against a boss 20 levels lower than you just by screwing up your press turns. It's one of the best games I've ever played and I got 92+ hours in it and I can't stop loving it. I actually managed to learn a lot more about the story on my 2nd playthrough xD I thought I had it figured out but I was wrong. There's always something that you failed to see before. It just keeps me interested in it. Plus, you have a compendium for demons and you can only unlock some demons on certain alignments and all, kinda feels like filling up the pokedex xD Plus, demon fusions are fun once you figured out how they work xD I made myself some Op low level demons for my 2nd playthrough. Struggled at the beginning because of Mana costs but pulled through once everyone leveled up some and their mana pool got bigger xD Plus, along with the main story, you get tons of challenge quests and all, I seriously recommend it.