I found Mario Land to be consistently hard from start to finish. But I've never finished Super Mario Bros, starts off easy and gets a little too difficult. I've been near, oh boy have I. Just never get past 8-3.
I found Link to the Past harder than Links Awakening too.
Wow, that's just...a bit sad. I can beat Super Mario Bros in under 10 minutes. Me and friends have regular races.
Have you ever played Super Mario Bros: The Lost Levels? It's packaged in Super Mario All-Stars, it was a Japanese-only NES Mario game that was re-released in the US with Super Mario All Stars on the SNES.
It's amazing. Easily the most difficult game of all time IMHO. World 3 is harder than World 8 on the original Super Mario Bros. World 8 will have to literally shouting at the screen. And there's 12 worlds (13 if you count the secret one that you get by beating the game without using warp pipes).
The game developers do all kinds of extraordinarily mean things like putting warp pipes that take you BACKWARDS two or three levels, shifting wind patterns that'll suddenly pick up and throw off your jump, red pirannha plants that'll come up even if you stand next to them, Bowser being intelligent and setting up an obstacle course on the bridge that you have to go through WHILE he spits fireballs and
throws dozens of hammers a second, etc, etc.
I've only beaten it once with the secret world unlocked. My save game later got wiped and I almost cried. I've got the game on my DS on a SNES emulator now and I've gotten to the last world but I'm stuck on the final stage...
Nothing on any handheld or console is harder than Super Mario Bros: The Lost Levels. It's a masterpiece