|Living Steel gave Rolemaster a run for its money.|
I also own a few Rolemaster and Hero system books. GURPS can also be pretty complicated, though I was exposed to it a lot growing up and I know it doesn't have to be a nightmare to play/run. And, of course, I always considered my copy of Shadowrun first edition to be nigh-incomprehensible. I played in a few games of SR in my earlier years (never wanted to run it because I was a Cyberpunk 2020 guy) and I always relied on the GM to know what needed to be done and why.
I'd be remiss if I didn't mention Twilight: 2000 (first edition) by GDW. I remember picking it up because it looked so damn cool. I got it home, read the rules, and was instantly befuddled. It was the first game I'd ever seen where you needed a worksheet to create your character, which you then transferred to a proper character sheet. The fluffy parts of the game were awesome, but learning that system was a struggle. GDW eventually released a simpler version in the second edition, but damn.
I keep a lot of these complicated games around because, when you look past their systems, there's a plethora of very evocative content in there. Care went into creating these worlds and settings. Inspiration is important. I may never play these games, but it's nice to comb them for interesting ideas and tidbits that I can employ somewhere else.