I have to say, Lost Levels is teh hard. Now, to my record, I've not beaten many of the Super Mario games ( I think I've beat World and 64 DS... and almost the first one until my All Stars battery crapped out...) But I'm moderatly sure I got so frustrated with it that I never bothered to get past the first world. And Supersagas last boss frustrated the crap out of me... I sometimes try to beat her, but I tend to give up.
And Sunshine, mostly because of issues with the controls, and the fact that even though I had enough Shines to go to the last part, I had to beat all the Shadow Mario things... arrgh. Thats all I can say about that game... "Arrgh" and "I gotta go pee."
And yes, I am moderatly surprised that I found it easier to play 64DS with a D-Pad than to play Sunshine with an analog stick. Yoshi sucked in Sunshine too...