Catching Mewtwo with an ultra ball is really tough. I managed it one time after freezing him with Articuno and wasting at least 10+ ultra balls.
But other than Mewtwo, I had a hard time catching Tauros and Scyther. In fact, I actually had 150 pokemon in red at one time, and the only one I was missing was Tauros. I just could not catch him. Scyther's pretty tough, but at least you have the option of buying him at the game center.