I'm never one to brag, but yeah, I'm pretty good at games, and have beaten my fair share. I thought this would be a good idea, I'll list all the NES games I've conquered and a sentence or 2 commentating on my memories of taking that game on. Keep in mind that I never use a cheating device and all games listed were beaten legitimately.

Batman
This game was hard, which is good I guess. Probably the only reason I took this on is because I was stuck out in Washington (state) and had only brought a handful of games with me, I don't even know why I chose to take this one, but the others soon got too boring.

Blaster Master
I plowed through this one, but that's only because I loved playing it so much. Beat it roughly 24 hours after I got it. Nowadays I often don't get past the cursed level 5 boss.

Bugs Bunny's Crazy Castle
I remember very, very little of this one, just that I played it once or twice long ago and beat it

Castlevania
This one really challenged me, but my love of Castlevania kept me going. I used to rent it a lot as a child, and just recently finished it at the beginning of this year. It took weeks of playing every day.

Castlevania 2
I rented this one so much I practically owned it. Saw my brother beat it (after a couple years) and beat it myself a few months later. I still play through it often and have gotten all 3 endings.

Chip n Dales Rescue Rangers
Beat on my second game, on a rental. Still a quality game to have, if just for the music.

Contra
The end all be all of games. Beat it long ago using the 30 man code, but could never beat it legitimately, then I did so on the first day of owning it after picking it up again a year ago. Not long after I was beating it without dying.

Dragon Warrior
Lets just say I was in a very depressed state when I played all the way through this one. It was done out of masochism.

Duck Tales
I remember beating this one on a rent as a kid. I don't think its quite as easy as everyone else says, but easy nonetheless.

Firehawk
This has got to be the finest unliscensed game, I love it, spent a whole week playing it and beat it while out in Washington.

Gradius
I actually thought this was a lot harder than Life Force. No continues, not-quite-as-useful powerups and the average difficulty of the levels seems to be the same, but still a great game.

Journey to Silius
Challenging but short. Didn't take all that long.

Kid Icarus
Gets easier as it goes, what nonsense!

Kirby's Adventure
Not hard, but time consuming. I don't think anyone owns this one and has not beaten it.

Life Force
I was addicted to this one for a while and beat it legitimately after a struggle, then even beat it without dying later on.

Mega Man 2
I always wondered what people saw in the Mega Man games. Playing through this is what let me know.

Mega Man 3
Beat on an emulator and just very recently on a real NES, this is the hardest MM game I've beaten yet.

Mega Man 6
This seemed to go by quickly. I used an emulator but DID NOT use save states.

Mike Tysons Punchout!!
First beat it back in 88 or 89, I can't remember, but I was only 5 or 6. I think I got the reputation of being the resident "NES king" for being the first one in my neighborhood to beat it.

Monster In My Pocket
On the second game I played. What a dissapointment. It could have been good if it was harder.

Monster Party
The only real steep challenge is the maze level, but I love it anyway.

Ninja Gaiden
Yeah! Ninja Gaiden! I bought the game on a Sunday and beat it that Tuesday (and people have even said I was a liar about that), but, understand, that was with me ducking out of school and losing sleep over this game. Going through it the first time was an unrivaled experience.

Pro Wrestling
Another one that I don't see why I liked so much. I played a lot of this both back in the 80's and more recently when I started collecting, it was one of the first games I sought out.

Punchout!!
I don't know if this should count, but I beat this version too a few years ago.

Street Fighter 2010
I was strangely addicted to this sidescroller for a while, I even wrote a very lengthy FAQ for this game after defeating it. Very hard, I'd say one of the hardest games on this list.

Super C
Got it the same day as my new copy of Contra, and beat it that same day, using the 10 lives code, and then legitimately not too long after.

Super Mario Bros.
Ah, the first game I ever finished. I remember beating Koopa (as he was known back then) in the morning, while my older brother and sister were at school (I was not even going to school yet at the time!!) and had the game paused for hours until they came in to see the proof of my accomplishment. It was a proud day indeed. Hey, maybe that's why that ending music will never get out of my head...

Super Mario Bros. 2
I believe I beat this one sometime in the very early 90's or the late 80's, around that period. It was one of the first games that greatly challenged me, and remains one of my favorites today.

Super Mario Bros. 3
Beat it over at my friends house, it took a lot of playing too. I got the 2 whistles and warped to world 8, to this day I've never beaten it without using whistles. I don't like the game enough to try it.

Sweet Home
A Japanese-only game, I played a translated ROM. I used saved states but this is *technically* not cheating since you're supposed to be able to save anywhere anyway. Me and a few friends on IRC helped each other out, and we could well be some of the first people in America to beat it. Playing through it is something I'll never forget.

Teenage Mutant Ninja Turtles
I loved this game when I was a kid, and beat it a handful of times right before getting my SNES and losing the NES.

Teenage Mutant Ninja Turtles 2
Beat it once, and only once, one day with a friend of mine. It was fun back then, I guess, but I don't like it too much anymore.

Wrath of the Black Manta
Played this one to death back in the day, but could never beat the last boss until getting the pattern from an NES website.

Zelda II
One of my FAVORITES from the golden age, I've played through this game 7 or 8 times, the first being some time back when I was in second grade.

Zodas Revenge
A friend let me borrow both of the Star Tropics games a few years ago and I hated them both, but I bought Zodas Revenge as something like my 20th game in my collection and took a shine to it. I still hate Star Tropics.

That's all of them, but there may be some I'm not even remembering (I rented and borrowed a lot and don't own all of the games I've beaten), and this list will be growing all the time (I hope!).