Obviously, it depends on the amount of material. For example, K+p vs. K is trivial, but K+5p vs. K+4p can be devilish.
However, in general, I think Q endgames are pretty difficult (but fairly rare in practice), pawn endgames and Knight endgames are tricky because they require a lot of calculations, while other endgames (minor pieces and rook endgames) mainly require technique.
I must say I'm slightly surprised that Anand didn't hold his rook endgame today, but I guess it's as much about nerves and psychological pressure than raw chess skills.
So I keep hearing that Rook endgames are really hard for everyone, even grandmasters. I also have heard that king and pawn endgames are horrendously complicated sometimes. Then there's queen endgames, which often have long variations with many, many options.
I get that endgames are hard....but can anyone try to rank the basic endgames in complexity and difficulty?