I think different things are difficult for different people - I'm useless at endless reps of floor work (pizza presses - no thanks!) Partly boredom, partly lack of practice. Which is another thing - workouts get easier the more you do them, and a new w/o can seem really tough. I'm relatively new to Cathe - started with Xtrain 90 day rotation - and so those dvds are much easier for me than less frequently used ones. So Tabatacise, I'm OK with. The RWH series is tough, and feels even tougher because most of us are a little less familiar with it - it's brutal on the legs. I also struggle with endurance (anything over an hour) so, like tlc93 and Stacy, X77 is a killer for me. And like Elsie, Hardcore Extreme (I've only done it a couple of times).
As for weights, I guess it depends on how heavy you go - you can make any harder or easier, but I am partial to Gym Style.....Slow and Heavy is another, different way to challenge yourself.
Basically, there's plenty to aim for!