Never liked NALF San Clemente at night in the marine layer for CCA's,
Burbank for short runways and 'godawful' Van Nuys traffic interfering on approach,
Orange County for similar reasons,
LGA for similar reasons,
Mexico City for many personal reasons,
Durango in a snow storm,
and any USS-boat-in-a-turn, night approach.
Saw some Kai Tak's too, but never had to do one… thankfully! My daughter who flies bizjets says the ski-areas are no fun either with their terrain, wx, and difficult approaches and MA's.
And of course, some of the most difficult approaches ever, occur some later time after you hear, "99 Delta" or "cancel approach clearance, airport is closed UFN."
Regardless, even the best runway in the world can be hell when the weather is brutally bad, you're dog-tired, and nothing seems to be going right that day. Then the best advice is, just DFIU!