I am really enjoying this thread. While I would not consider my major the most difficult (civil engineering), at my univeristy it does require the most number of credit-hours. I think chemEs probably have the most difficult major, as I continually see chemEs work insane hours on homeworks they don't really understand and then pass with mostly C's simply because the material is that difficult--while electrical is very difficult as well, I think those students tend to have some sense of enjoyment of the understanding of it, which makes it seem less painful.
As for the music discussion, I'd have to say it strikes me as odd that so many people here would consider it difficult. I think it's a matter of just liking what you are good at, and going for it. I've been doing many various music programs since basically Kindergarten (9 years gradeschool singing, plus choir, 7 years piano w/ some ear training, started trumpet in fifth grade; in HS marching band, concert band, jazz band, winter percussion, pit orchestra [and one year in the cast instead], brass quintet, picked up a little French Horn and steel drums, 1 yr theory; 3 years marching band in college, 1 year playing ukulele, and I also march drum corps--apologies for that list being so ridiculously long) and from what I can tell in our music department, it's just 100% kids who love music (and only about 10% of them suck). I wouldn't say it's difficult at all, you just have to love playing music, because that is what you do all day. I've been on the stricter end of things with drum corps in terms of spending hours fine-tuning things (vs. a music major, that is) and as an engineer it's pretty much just careful application of technique. Use your lungs this way, move your tongue that way, put some emotion in it.
It gets a little more challenging in theory and music ed type stuff, but I think if you understand how a piano works it's not very difficult at all... Although I could understand disliking practicing an instrument that will not be your main focus. (I still wouldn't call it difficult...)
tl;dr--music majors generally do it because it's as easy as breathing (but more enjoyable) for them, so I wouldn't call it difficult in the slightest.
Then again I have the benefit of a very musical family and a fairly mathematically adept mind (though whether that's the cause or effect of music appreciation, I do not know) so there's at least a little bias there in that regard. (Though music majors sure as hell enjoy the work more than other majors, I'd say.)
Back to civil for a second, I'd say it's definitely a major where you can open yourself up to a ridiculously complicated PhD or Master's simply because of how broad of a subject it is; for example I'm doing a minor in art history so I can go into architecture in grad school, but you can go into specialties like steel construction, materials analysis, geological engineering, transportation engineering, water engineering... Which, trust me, water engineering is a pain in the ass. It's biology, chemistry, and advanced mathematics (water models suck) all rolled into one. Painful stuff, in terms of enjoyment-to-time ratio.
If you need to get a hold of me I'd recomment just PMing me, as I come and go in phases, it seems.
semper ubi sub ubi