For me the funnest part about going for high scores or competitive gaming in general is find out techniques and secrets that allow you to break the WR's. Also learning the layout/patterns of some game (mostly platformers) is another thing that I enjoy. However this is all good but once you have all this info its a case of putting it all together in a WR run and this is where the frustration comes into play for me, you have all the information and know how to play the level/strategies perfectly but you still cant get it together to push your score over the WR mark or personal mark that you may have set for yourself. For me this is when games stop being fun- when you know what to do but just can't do it all together for a WR run
That being said, as several people have mentioned previously once you do put it all together and get that WR it is the best feeling that I have ever felt playing games because you know FINALLY for 1 game everything has fallen into place.