This is why I love the Touhou series. They seem to get harder and harder each game(Mountain of Faith just came out this August, and it's considered the most difficult), but they still are tons of fun. Even though you'll most likely lose a lot at first, you'll want to keep continuing and continuing.
Seconded. Every boss in the Extra stages in the Touhou games is just insanely difficult. At least the games are awesome enough to make you want to keep playing on a regular basis.
Whenever a friend of mine says he/she isn't feeling "too good," I constantly warn them that it could be G.U.I.L.T.(Gangliated Utrophin Immuno Latency Toxin) and that they should get a chiral reading.