Dressage. I know I am biased, but I have ridden in other disciplines and have always come back to dressage because I enjoy being challenged.
It is physically demanding to look like you are sitting absolutely still on an animal trained and bred to move as much as possible. It is physically demanding to train the horse because you must always be straight and in balance, even when the horse is not.
It is mentally demanding because one cannot just hop on a horse and train it to GP dressage. You must understand the progression of training, understand the aids for each movement and know when to push, when to back off, etc..
Despite requiring a lot of physical and mental strength, one must also have finesse and feel to guide the horse, not force him. A rider must know exactly where every footfall of the horse is, without seeing it, and then be able to adjust that!
I've been doing dressage for over 10 years and am still a peon. It takes tens of years to really begin to have a good grasp of dressage and (I feel) to be able to even say that you can coach or train in the discipline.