Yoshi Tower from Yoshi's Island DS is terrible, and especially going for 100% in it. Not only do you have to contend with slowly rising lava that forces you to hurry through the level, the level is long, filled with spikes and thorns, no checkpoints to speak of and has Winged Clouds that can make stars hop off course because that they're played in the edge, and most of the Winged Clouds in the level do not contain your stars. Popular strategy to 100% it is to go back and get red eggs, that's how bad this level is.
Speaking of long levels, The Perfect Run, Champion's Road, and World Special 8-Crown, finale levels of that nature are poorly cobbled together. The levels are just a bunch of recycled assets regurigated and stitched together into an arbitrarily long level with no sense of cohesion whatsoever. The only reason The Perfect Run is hard at all is that it's 90% recycled skyboxes with no platforms and a mix of levels with no checkpoints, making the level tedious and unfun to play.
Just look at this infobox image for Champion's Road MarioWiki, look at how ugly and horribly designed this level is.
Can this Mario games please stop having these terrible levels such as these, Mummy-Me Maze Forever, and Darker Side? They're lazy, uninspired, and creatively bankrupt. If you want to make a challenging level, go right ahead, but at least make it a unique level that isn't the platformer equivalent of a recycled boss-after-boss no breaks gauntlet you see in other badly designed games.
I haven't played much hard platformers myself but you CAN make appropriately well-designed challenging final levels check out Rayman Origin's Land of the Livid Dead, which is both beautiful AND very hard to beat, ESPECIALLY without dying.