Any of the Castlevania games that don't hold your hand, all Mega Man games except 8, occasionally Brawl and F-Zero GX (and I don't even like racers). Spelunky is also one.
Warning: The preceding message may or may not have included sarcasm, cynicism, irony, full stops, commas, slashes, words, letters, sentences, lines, quotes, flaeed gramar, cryptic metaphors or other means of annoying communication. Viewer discretion is/was strongly advised.