I personally enjoy challenging games when they're simple, and the difficulty and the goals mesh. Meaning I'm not always interested in a long grind, it's nice to have games that keep it basic, but make achieving things hard, and you can play a quick game, or several "one more try" games.
This is personified for me best by Flash Gordon, though when I downsized I sold it and let TNA be the torch bearer for that kind of play.
I don't really find the more modern mode based games all that interesting when combined with being ball breakers. I'm not looking for a lot of depth with my difficulty.
I haven't played Houdini enough to really judge it, but I didn't so much find it difficult as just overly crammed. Feels like there's one more shot squeezed in than there really needs to be, and I just didn't find it enjoyable to shoot. I'm not likely to go back and play it more to explore it because of that.
TWD has been brought up a lot, and I haven't played it since the code really matured. That's a game I wouldn't mind trying more. But Lyman tends to be really smart about letting you explore his games in your own way, and that can make even difficult games fun, because you don't have to go up the same ladder each time and feel frustrated. Example of that is Ghostbusters, way too linear for me to enjoy being punished.