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Xxain said:

well lets start by saying I own 3 versions of FFIV, the original, GBA, and DS, and the original was the hardest version soooooo....next

Excellent. Without the need to wade in the shallow end, we can dive right in.

 

I assume you've tried Final Fantasy III on the DS, right? It ain't the roughest game out there, but it does address many of your concerns, most notably by not having any save points, by making healing items/spells quite limited, and by making Phoenix Downs finite. The late game gets especially difficult, with the bosses in particular being a pain. It's far from impossible (and overall I didn't enjoy it much) but it doesn't just sit down and let you walk over it.

Turning up the notch a bit, we have Eritrean Oddysey. A traditional JRPG that fights you from start to finish, it's quite enjoyable if you're the type that enjoys losing every now and again. Make sure you pick your party well (balance is everything!), and you should work yourself into a decent lather. Also, there's a sequel, if you decide you want more (you will).

And then we get to my favorites. Izuna: Legend of the Unemployed Ninja is somewhat unpolished, but at its heart its a game whose difficulty can generously be called "ouch." It's by no means unbeatable, but I'm deeply curious to see if you're as good as you think you are.

And then there's my personal favorite, Mystery Dungeon: Shiren the Wanderer. Think of it as Izuna+++: it's deeper, more well-rounded, and far, far more difficult. The first five floors are "gimmes": after that, you're going to spend lots of time letting experience teach you. You WILL die, and you will die OFTEN, and if you're not smart enough to learn what you did wrong and how to correct it the next go around you will NEVER beat this game, because at no point does it ever decide that you've had enough. It's been over a year, and while I've beaten the main quest (eventually) I still haven't beaten all the challenges this game has to offer. And judging from the forums I've read, very very very few people have.

If you can honestly beat Shiren's optional dungeon, you can color me very impressed, and you'll have earned the right to say JRPGs are too easy for you.