In any Pokemon game, I would have to say that my hardest moments were in the Advanced Generation. In Sapphire, it was a pain to fight Steven. Firstly, I had no Pokemon that were good against his, bar Kyogre, but it was only like level 50. Secondly, I was a noob then.
Also, I found the second round of FR/LG's Elite Four to be quite challenging, specifically Lorelei's freakin' Lapras.