I would say that for me what is harder than any technique would be phrasing..something that I'm always striving to perfect.
Another thing that I'm always striving to do is to perfect the tone in my hands.
I guess if I had to pick the single most difficult technique to perfect would have to be vibrato.
I'm also a sweep whore :-p
I started learning guitar because of Randy Rhoads..but Yngwie J. Malmsteen is my biggest influence.