I've been getting much better lately (I still suck by most peoples standards though) but it is still incredibly hard. On Imperishable night, easy I can pretty much beat the game, normal I get stuck around stage 5, hard I usually get to stage 4, and lunatic well only like stage 2 or 3. My biggest problem on IN, which is the game I am concentrated the most on right now, is stage 4. This is where all my lives normally get wasted away on normal difficulty. For example, there is this one part where a bunch of youkai show up out of nowhere and bombard you with their bullets, and if you don't kill a bunch of them fast they corner you either in the top left or right corner of the screen until you die. So far I have found no way to escape this so I have stuck with simply trying to kill them all before they even have a chance to do this. Or another problem is Reimu (I prefer playing as Marisa) her retarded spell card where the bullets follow you wherever you go, I can't figure this one out either.
But to be honest I think this is just something that will eventually come to me. When I first started playing Touhou I never thought I would even get this far, so practice really does make perfect in the Gensokyo world. I guess I have Marisa to look up to. Ah yeah, and MoF and UFO are much, much harder for some reason. Normal on MoF and I can only get to like stage 3-4 or something. PCB and IN and even EoSD are much easier for me, I think the number of starting lives has something to do with that. I think I should give it another year and I should be able to almost complete the game on hard, and then another year and so on.