When it comes to recent single player games, i think
Dark Souls deserves a mention. The PC version is pretty buggy but give it a try if you like hair tearing challenge, which includes falling off ledges fo no apparent reason lolzzz.
For XBOX nothing ruined my school days like Ninja Gaiden. Screw you TeamNinja...hated them for keeping me up all night full of anger but still loved them for such an awesome challenging game.
In multiplayer games
Starcraft is the most skill based game. It started the whole APM craze (thats "Action Per Minute" for non multiplayer gamers) and its requires not just a quick,adaptive strategic brain, but also requires top notch skill and physical dexterity, way higher than any game on this planet...considering you are playing it competitively with decent players and not with noobs who simply give attack command.
On an average Starcraft players have
300 APM, that's 5 clicks per second, how friggin crazy iz that. All 5 fingers are completely shuffling around Shift,Ctrl, Alt, Tab and all the short cut alphabet keys+ your 2 mouse buttons. There are dedicated training centres for Starcraft players with dormatories and hostels. Must be worth it, PRO Starcraft player Jaedong earned half a million dollars from 40 tourneys..... Lol and i thought i was so pro playing Dota tourneys for Rs25,000 prize money hahah