English Turn, in New Orleans. Why? Because the PGA tour says so. Since 1989 the 18th been rated the 2nd hardest hole in golf, right behind the 12th at Westchester CC.
http://www.englishturn.com/golf-course-hole18.php3
Edited 04/12/06 at 11:45am EST
I've re-thought my answer...
First, let me apologize to all our European friends for claiming that the PGA of AMERICA has the definitive answer as to what the toughest finishing hole is golf is. I'm sure the R&A may disagree with their choice.
Second, I think the question of the "toughest finishing hole" has to be made in the context of who is playing the hole, as well as the situation at the time it's played. The hole I chose above is part of a course that has a minor PGA tourney (as opposed to a major one) so it's not testing the best players in the world to get the stroke average that makes it statistically the toughest. And the 18th at Augusta proves that the difficulty of a hole is in proportion to what is at stake at the time. This year, Mickelson hit a safe tee shot, a very safe approach shot, a very, very safe third shot, and scored a bogey to win. In another circumstance (like 2004) he needed birdie, and played brilliantly to get it.
So, my choice of the hardest 18th hole, while not intended as a flippant answer, is, upon examination, a shallow one.
As for tough finishing holes I've personally played, I would have to go with 18 at Pebble Beach. Ocean on the left, a tree in the middle of the fairway with a bunker beyond blocking a bail-out tee shot to the right. 543 yards, so it is reachable in two shots for the pros. Very difficult approach shot, again with the ocean on the left and a tree hanging over the right front of the green. Not a difficult hole if you are coming to it with a two shot lead and just need par. But if you need to make eagle to win and birdie to tie, it is a indimidating hole.