Spelunky is difficult, but not in the style of technical platformers (VVVVVV or N+ or whatever). It’s difficult in the same way roguelikes are – lots of things will kill you, so you have to be attentive, and learn how the game mechanics can combine in unexpected ways. The levels are procedural, so there are no hand-crafted puzzles to solve. I feel like my deaths are always my fault, which is good in a game with permadeath and a life expectancy of a few minutes.
I can only play for about an hour at a time, though – even though I’m still enjoying playing, I can’t stay focused and cautious for that long :(
Get it at http://spelunkyworld.com/