I agree, Alien Breed 2 was extremely tough. I find it a huge challenge to get through the 1st level with more than 1 life remaining.
Another really hard game was D/Generation (if anyone remembers it that is...). You began on the 80th floor and had to get to the 90th floor, and the toughest bits were the C/Generations which could disgise them selves as anything then come alive and decapitate you when you walked past them, and you could only kill them with a bomb.