I'm going to have to go with Counter Strike.
The skill gap is like the Pacific Ocean, and it really shows off when you improve your game a lot. It's incredibly challenging playing against other skilled players, and extremely rewarding when you win with good tactics and good communication.
IMO, there is no game out there that reaches CS's height in competitiveness.
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I didn't find counterstrike to be that hard when I first played it. After hearing from so many people how the skill gap is huge and its so hard.