Forget X4, it was X6 that I could never beat. Holy crap that game was HARD!

MM9 was plenty frustrating though I did beat it in the end. I guess what annoyed me was that there were so many instant death areas (especially in the Wily stages) that were there just to make it difficult and didn't add anything to the level (spikes in nasty spots, long series of disappearing plantforms, etc.). There also didn't seem to be enough checkpoints in the levels or they weren't in good spots compared to where the difficult areas were.

MM1 was tough but fair, MM9 was just annoyingly tough.

Tempest