The most difficult plane to set up and fly properly that I know of would be the Italian CANTZ bomber. YouTube has a couple videos of it in operation. The first one was of a crash just after takeoff. It was rebuilt later, and after some very meticulous tweaks and balancing, it was finally able to stay airborne with a highly experienced RC pilot at the sticks. The Great Lakes Bipe and Tequila Sunrise that deadeye mentions are two runners up on the list. Jets and warbirds are quite easy to fly in comparison, according to my studies.

http://www.youtube.com/watch?v=o6o-C6rD7bo

NorfolkSouthern