Lean and Mean, although it's a "fitness" DVD is plenty difficult.

2+ on the Uphill Grind and Hillacious. The time trial ones are all very difficult.

As far as the virtual reality ones go, the Maryland one is very good. The Lake Placid one is just plain boring IMHO. The Wisconsin one is hysterical as they get lost in the first 1/2 hour and have to backtrack. Otherwise that one is mostly easy spinning.