I find that I mostly have trouble with rare wild Pokemon more than the legendaries. Entei and the dogs aren't exactly hard, take away the run factor and they're no more hard than say Groudon or Kyogre. However, Zapdos... He used to give me so much trouble, plus in Yellow he made Pikachu look like a 5 volt battery. Ditto, Tauros and Chansey are another tough bunch that deserve some sort of honourable mention here.
Thanks to the new Pokeballs in the 3rd gen like the Net ball and the Speed ball, it makes a lot of Pokemon much more easier to catch. That's why I think that the 1st gen Pokemon basically were some of the most challenging.