Original NES, Super Mario Bros: Stage 8-4. I always made it there, and I always die there. I completed Contra 2 without using a continue, Chip and Dale without dying, etc but I never completed the original Mario because I kept dying at the last stage. Regrets till now.

There is a respec option in the two most recent official patches - you get a free respec for completing the 'Den of Evil' at the start of the game... after that the only way to get more is to play on Battle.net and farm Andariel, Duriel, Mephisto, Diablo and Baal in Hell difficulty :S

World 8 in SMB is hard because there are no Mushroom power ups, most infamous imo is getting through world 8-3 without Fire Mario, good luck getting through Hammer bros. as little Mario.

I thought C2 only had limited continues which is why I could never finished it. Same with Jackal.

Closest I got was right next to Koopa and i died...
Funny thing is I completed Contra 2 without touching the continues. The last stage I actually gave up Spread in favour of the Fireball (iirc) one when it became narrow since the ammo bounces and it's very effective against the enemies. Last boss is a laugh though compared to Contra 1.

I just realised that I have been confusing Duriel with Izual the whole time (and that "Izual", curiously, does not end in "el"). Yes, you're right - Duriel was a pain for anything other than a blaze sorceress or trap assassin. I died so many times with everything else.

Wait, which one was the big bad ugly one?

Oh yeah, Wirt.