What is the most challenging music to play on a stereo?

Classical.

For a long time, I wondered why folks that were into classical had the most expensive systems…. by a lot. An orchestra goes from playing a single instrument at near the level of perception to the entire orchestra overwhelming the ears to differentiate the wall of sound and everything in between. After having season tickets to a great symphony orchestra for over ten years… no question… classical.

I suspect something that Steve Hoffman said. Here I'll link it below. Something about 0:27. To this day I still have no freaking clue what he's talking about. 

https://forums.stevehoffman.tv/threads/test-the-midrange-purity-of-your-system-and-or-your-computer-speakers-using-bing-crosby.496472/

I would agree with @ghdprentice that overall, a classical symphony is the biggest challenge. But as I do not listen nor attend a lot of classical music, I use piano and vocals as my “challenge” for a system, as I am very familiar with many vocals and what a piano should sound like.

Opera, huge dynamic range.

Rock ----three guitars, drums and organ.  It is great to listen to in the car but not on a great sound system.