Dude, I'm totally with you on G&G. That game was craaazy. Blaster Master for NES was a PITA too. Other hard games:
Ninja Gaiden (damn hard, but beatable at least)
Battletoads
Pulstar
T&C Surf Design on NES (there was this one part of the game where you had to surf and it was impossible)
Viewpoint on Neo Geo
Do Dan Pachi-Shooter for Import Saturn
Gaiares for Genesis
Target Earth for Genesis
Ninja Gaiden (damn hard, but beatable at least)
Battletoads
Pulstar
T&C Surf Design on NES (there was this one part of the game where you had to surf and it was impossible)
Viewpoint on Neo Geo
Do Dan Pachi-Shooter for Import Saturn
Gaiares for Genesis
Target Earth for Genesis