Probability? The uncertainty...
Which maths topic do you find most difficult?
For me, it is combinatorics. I think it is related to the fact that I have always been slow at mental arithmetic. (Even today, I cannot do something like 47 x 84 in my head!)
I'm on the same boat as Swlabr. As much as the beauty of analysis seduces me, it only serves to trick me followed by a hard hit. :P I seem to have troubles beginning most exercises and getting the spirit of problem solving in this area.
Here in Brazil I'd say the most used textbook is "Um Curso de Análise" by Elon Lages Lima. I've heard of Rudin but unfortunately not at the same I was working through Analysis I, and now my time is limited during vacation because I signed for a summer course that started on Wednesday, going pretty fast. I do not have many other references though, I've heard of Apostol's "Mathematical Analysis" and even borrowed from the library, but haven't had the time to read through it.
On this moment, I think probability and cominatorics are the most difficult topics for me, because I'm never sure about my answers. But I've heard analysis (I start this course soon) is also really difficult for the same reason Swalbr said.