Most challenging but rewarding system have you learned?
This question is funny for two reasons. First, I had two games immediately leap to mind, interestingly enough both superhero RPG's. Second, my rationales for those games being the answer are completely opposite one another.
My first thought was Champions, likely because I just ran the game for the first time in a very long time last Friday (blog post forthcoming). Over a dozen Characteristics, lots of powers compounded by an exhaustive list of modifiers which don't add or subtract from the power but multiply it by fractions, the Speed chart, and in at least the most recent iteration a dropping of distances measured in inches (representing inches on a hex map) to real life meters only to be converted back into inches so we can continue to use the hex map--the list goes on and on.
But Champions is a great game, especially if you really want to build a unique character whose ins-and-outs are known to you.
The second thought was Marvel Heroic Roleplaying, which was difficult for me to understand mostly because it is essentially the anti-Champions of RPG's. Vague PC write-ups, getting dice for alluding to your PC's personality or identity in an action, no game balance, three kinds of damage, etc. It was a game that took me a long time to wrap my head around (I blogged most of that process here) and I'm still not sure I'm using the healing rules right.
But it also turned out to be a great game, one that I like captures the feel of comic books better than any other supers game on the market. I could go on at length about the difference between a comic book game and a superhero game, but perhaps for another day. After all, I'm still behind on posts!