Moniker wrote:Any recs for particular Fire Emblem games? I've only finished one (sacred stones), and that was awhile ago, and I can't really recall if it was particularly difficult.
Sacred Stones is widely considered to be the easiest Fire Emblem because it is the only one (to my knowledge) that allows the player to "farm" or "grind" levels outside the scope of the campaign. You can go to the tower and complete maps over and over to level up the characters as much as you like, which in turn makes the campaign easier.
Other Fire Emblem games proceed through the campaign in a linear manner. Once a map is cleared, you cannot revisit it, so EXP is for the most part a finite resource*.
In my opinion, Path of Radiance and Fire Emblem (the first one released for the GBA in the US) are the best entries in the series. They're both great games and I would recommend people that want to get into the series to start with them. If you want to know which is hardest though, it's a subject of a lot of debate. Fire Emblem/FE7's "Hector Hard Mode" is considered to be very difficult, as is Shadow Dragon's "H5" campaign mode. I have heard that Fire Emblem 5 is very difficult as well, but I cannot confirm this as I haven't played it personally.
Radiant Dawn is kind of hilarious in that the hardest part of the game is at the very beginning, and then it becomes laughably easy later on.
Intelligent Systems' other series, Advance Wars, is harder in my opinion. The Advance Campaign from AW1 is -extremely- challenging, to the extent that no one has ever gotten a perfect score (it may even be impossible). I wouldn't call Advance Wars an RPG though, you don't have levels or stats in a traditional sense.
The Sting games have already been mentioned, and they are quite challenging. I like to try beating Yggdra Union maps without ever losing Morale (lose no battles). It's very challenging to play this way.
Heroes of Might and Magic can be extremely challenging in some circumstances, particularly if you play on more difficult maps and higher difficulty settings. Difficulty varies a lot in this game, it's pretty flexible in that regard.
*Okay, so you can find an Armor Knight on a Gate somewhere to ping for one damage over and over, but that's a really cheesy way to play, lol.
Since a lot of older games are quite difficult and well-known, probably best keep to more recent releases (32bit & beyond). 
