Paganini's Caprices are challenging... most classical music that is transcribed from either piano or violin is pretty challenging though. Paganini's Caprices are a total collection of violin techniques thus you must learn a lot of techniques for guitar to be able to play them note for note. I would say the collection of Caprices by Paganini are some of the more difficult pieces for guitar.

I saw someone put Neon by John Mayer... and I would agree with that. That song is a little difficult at first... Its even harder to sing and play at the same time. Most people don't write pop songs that use sweep picking throughout the entire song... but John Mayer does...