In the End, Are Difficult Games Fun to Play?

We all have that one game that will haunt us forever until we eventually surpass it. The one that makes your keyboard or controller fly through the window, followed by your TV or monitor.

For me, this is I Wanna Be the Guy. As a whole, it is one of the most unfair platformer games I have seen. So my question is, do you find these games fun to play in the end? After all is said and done, and countless hours are spent and many keyboards replaced, was it fun to play? Did it give you the entertainment you desired? Or did you find yourself hating it the entire time along the way, only playing in order to say, "I win, take that, Game." The number one goal of a game is to entertain, so if it achieves that, then it has a right to exist as a game (to some extent.) Obviously, you would not want to replay these unless you are slightly less prone to breaking things, or have the money to replace everything a second time.