Ninja Gaiden (both on 3DS and on
Retro Achievements emulator):
I've already cleared the game on 3DS a few times before but it was using a save state starting from 6-1 so i didn't counted that.
I wanted to do it all in one sitting. Also i was skipping all cutscenes and was missing out on "amazing" story.
The most important thing you need to remember to beat this game is "don't stop for nothing". Enemies in this game are not there for you to kill, they're here to stop you from moving on. So don't pursue them if you're not progressing at the same time.
Screen border is your most efficient weapon -- use it by running all the time and getting everyone (mostly birds) cut by the border and vanish. There are places where by abusing enemy AI you can make them go into the border and disappear completely.
The other thing is that you need to treat your health almost like an item or an ammo. You have lots of health so why not use it? Getting yourself hit is sometimes the best option you have. You can hit yourself on purpose and use temporal invincibility to get through impossible segment, or even use knockback animation that otherwise is the bane of your gameplay.
The hardest part in the entire game is probably 5-3, because of a segment where you need to jump two times right towards the dudes with rocket launchers while the green dude is jumping at you AND you have a white bird on your tail AND a bat appears on second jump:

You can cheese through the first jump by getting fire magic earlier but it won't last enough for the second jump... You need to slash in the very millisecond you land to kill rocket launcher guy before he fires and knocks you back into the pit.
The part right before it can also get tricky:

Cheetah appears running at you right when you land your second jump -- there is a window of quarter of a second for you to react and jump out of the way.
Stupid thing about the final boss isn't that it sends you back to 6-1 after you die (i've played level 6 so many times, i've memorized all right patterns i need to do to finish it in one go so it's not really a problem), but that your magic depletes completely between boss phases so if you want to do all final boss phases in one go there is no reason for you to save your magic for later phases, because come phase 2 your magic will be zero whether you used it or not.
I can do phase 1 without magic, i can do phase 2 without magic, but the last phase is just too much to handle with just a sword. It's much simpler to stock up on magic by replaying level 6 (get at least 80 magic) then remove the head with two fire blasts and then just start spamming alien's belly with further blasts.
Music. While
4-2 is definitely the shining gem in the soundtrack (even developers realized that and made it the music for the ending sequence), after playing the game back and forth so many times i got to appreciate other tracks as well:
5-1 is HYPE incarnate,
5-3 sounds like something written in times of Bach and Mozart and to be played on a clavier.
Because i played on raNES (i.e -- PC) i needed some PC controller setup. Xbox controller that i otherwise for everything else on PC clearly won't do because of atrocious d-pad.
So i dusted off my bluetooth receiver and used gloverpie program to connect my Wiimote and Classic Controller Pro. It is such a hassle to set up and i always have to do a few times for it link up properly and the worst thing is that you need to do it each time anew for each session.
At least once i got it working, it felt very good. Classic controller's d-pad is awesome.
There is still some small lag with this setup though, i feel like reaction time on button presses need some tightening up because i found a few moves way too hard to do with this setup, like climbing the wall vertically -- it's much easier to do on a keyboard of all things.
After finishing the first NES game, the next day i received Ninja Gaiden Black in the mail! Spoiler: it's also awesome!