The most challenging gym for me on Pokémon White "1" was the Opelucid Gym. I think it was not because the Gym is really hard to beat, but when I played this game for the first time, none of my Pokémon was able to deal with Dragon types. After two or three defeats, I had some lucky... Both, me and Iris were battling with our last Pokémon: her Haxorus miss its attack, while my Darmanitan scored a critical hit and I managed to win.
While in White 2, the most challenging gym for me was the Virbank City Gym. When I faced Roxie, I only had my Snivy (or maybe it had already evolved to Servine, I can't remember) and an Azurill. And was pretty hard to me to deal with Roxie's poisoners Pokémon.
From generation 5 I have only played Black2, and I don't remember having any trouble with the gym leaders. They were pretty easy, I beat them all in one try. The only gym that intimidated me beforehand was the Dragon gym (as usual), but after raising a Beartic I even beat that one without much trouble.