Difficulty is something that is to each, his own. It also depends on how much you love the music you are working on. The more you love the music, the more willing you are to practise it and hence succeed in fixing all its technical obstacles.
Take the Apres une lecture du Dante for an example. It had long been a daunting name to me before I got to know the piece in detail. I fell in love for it and finally got the guts to tackle it, and it became one of my war-horses within a month (although it has sort of slipped from memory after some 10 years not having seriously played it).
The Etudes d'execution transcendante was another set that would scare me out of my wits merely on hearing its name. Vladimir Ashkenazy's recording of these pieces, albeit incomplete, introduced me into this fantastic realm and I got the score and actually began to play some of them. No.6 (Vision) became another war-horse, and coming soon will be 11 (Harmonies du soir), 4 (Mazeppa), 9 (Ricordanza) and of course, the fiendishly difficult 5 (Feux-follets). As long as I love these pieces, technical difficulty will be solved - a process in which I take pleasure.
The B minor Sonata is another big thing to tackle not because it is difficult and long, but because it is monumental. What I fear about it is not difficulty, but sheer length. Perseverance is a big element in difficulty.
Talking about difficulty, try the show-pieces - Hungarian Rhapsodies 2, 10, 12, 14 and you'll get some flavour of Liszt's trickiness ^_^