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

Definitely piano. Years ago I went to a repair, upgrade business in the bay area. The proprietor was playing some piano music on Audio Note speakers. Talk about realistic sound. 

@dain … “However, if you actually attend a concert, it’s not really that loud. ”

It depends on where you sit and in which concert hall. I have had season tickets in the 7th and 8th row center in a very good concert hall for a decade and the crescendoes peak above  what my ears could comfortably handle. So, I have not measured the spl… but I am sure it is over 100db. 
 

My seats are under the microphones used when recording a concert to produce an album. It is plenty loud.

Skinny Puppy's entire catalog is a challenge for any system and every listener. Intentional distortion, symphonic synthesizers, plenty of fast low end bass, ominous synthesizers, distorted vocals. It invites loud listening but also easy to start clipping your amp(s) and your speakers will be tested as well as your ears. Not for the faint of heart. But a properly dialed system will reveal the depth and complexity of the recordings. Moderate/medium volume is the best way to listen. 

Skinny Puppy is indeed not for the (faint of heart).

;-)

For me, busy rock music with piano.  Large bands with many instruments competing for space are challenging to record and mix and then reproduce.  If this can be resolved then I'm always impressed.