Ever tried Wizardry 7? It's designed for multi-party, but it's possible to solo it (though it really helps to generate at least a partial party and kill them off for solo runs, since inventory space is pretty limited and there are LOTS of quest items to carry around). It's pretty challenging both in terms of combat difficulty, and has some tricky quests/puzzles. Making ridiculously overpowered characters is definitely a possibility, too.