Sun/Moon's mechanic of wild Pokemon calling for help can be challenging especially if you are also Nuzlockeing and/or turning off XP share.

From there, I imagine older generations are toughest just because Psychic types are OP and dark types were mostly awful - so OG Red/Blue and Gold/Silver would be fairly tough, again especially if Nuzlocked.

Most all games from Gen 4 and beyond have challenging end-end-end games (Battle Frontier type stuff), but the actual game is usually pretty breezy and mindless. I think if you want a real challenge without having to impose your own challenges, you're probably looking for fanmade games and that's territory I'm not super familiar with.

To flip it around - I think that X/Y and Sword/Shield are the easiest games, by a whole lot, because you just get so much free stuff and the starters are so strong so even if you turn off XP share and Nuzlocke away I imagine they won't be overly tough. I love Sword and Shield, but man is it pretty easy mode.