Bar none, it's Gadget Twins. When I had a Sega at a very young age, I hated that game so much I could never get past the first level, making a very hard-as-balls game to play, whether by yourself or with a friend. Speaking of playing with friends (or siblings), the game supported gameplay for 1 or 2 players, whereas in 2 player mode, both players play cooperatively at the same time, which is what me and my sisters would normally do when we played the game, even though I played the one-player mode sometimes.
So my best bet is to stay away from this game whenever possible, it's very confusing and also hard as hell!