The hardest pokemon to catch, for me, is most definetly Tauros. I would chase after Chansey, but it's only perk in my eyes is its monsterous HP. Healing is not part of my strategy, which is to hit hard and fast. Unfortunetly, Tauros fits my strategy. Plus, it's a total boss. I have yet to catch one.
Then there's the pokemon that you want to catch. It always seems to escape the Pokeball and run away when you want to catch, nevertheless trying to find one in the first place. I had this problem trying to catch a Dodrio to learn Fly (no lie!)
Finally, I would like to share a story of trying to catch that elusive pokemon Dratini. For the amount of money that I had wasted trying to get into the Safari Zone to catch the little bugger, I could have bought the coins at the Game Corner to buy one. I kept tossing my Super Rod at that first body of water at the enterance to the zone, wasting all 30 of my Pokeballs, until, I struck a miracle! A Dragonair! Of course, I really wanted the Dratini, so I tossed a ball just for laughs; my last ball. Nudge, nudge, nudge, click! Holy Arceus! I caught a Dratini with my first throw! That Dagonair later went on to a succsseful career in my Emerald of beating the life out of Drake's team.