I would say the roaming Pokemon are the hardest ones to catch, especially the ones that can use Roar or any similar moves. Because even if you use Arena Trap, Block or anything similar, they can still use Roar to escape. So you got to be very prepared in catching these Pokemon (Assuming you're left with no Master Ball).
As for Feebas, I don't think it's hard to 'catch', it's mostly hard to encounter. Hence why I didn't include that Pokemon with the roaming ones.