For Diamond and Pearl, none of them were overly difficult.
In Platinum, probably Fantina. That Mismagius I remember causing me so much trouble the first time I played it, 2/3 my team was dead, I couldn't keep up with healing, and I only won because my Monferno (who was my last one that wasn't an HM slave) killed it with a critical hit Flame Wheel.
Then with HeartGold and SoulSilver, I have to go with Clair. That Kingdra is, if you ask me, the hardest Pokémon in the game. Why? Well, because it has very powerful attacks and you can't exploit any weakness to that Kingdra easily, unlike Lance who is full of stuff weak to similar types. The Dragonairs can also survive hits well enough and use Thunder Wave. That and the fact that her levels are a huge jump from the weak trainers you've been fighting. Also, Blue comes darn near close (none of his Pokémon are as hard as that Kingdra, but the sheer diversity of his team makes him tough).