In the first Alice in Spaceland, after all you've been going through (especially if you're playing on Hardor Lunatic Mode), you'd be surprised that Zio's pathetically easy if you just get him to continuously circle you. The only thing that will be a considerable threat to you in the fight is a lone, respawning F.O.E. You can do the same thing in the final fight in 3, but the Zio following you has a weird way of reacting to your direction. That, and there's a second Zio attacking you constantly, so pulling the same trick will not go as smoothly.
The Nonoba Admins and Cirno in Alice Xi are also pathetically easy if you know where to camp at (in Cirno's case, you'll need to shift positions every time she changes her bullet patterns).
Crowning Moment of Heartwarming: Cirno promising that after she makes sure Alice is okay, she will help Renko find a way to revive Maribel. Renko wonders why Cirno would even bother helping her, even in spite of all that she's done, and while Cirno is a little boastful about it, her response hardly migitates the "d'aaaawwww" factor.
Disappointing Last Level: The final Creator battle. Easy once you know the trick to it, comes right off the heels of a plotline that should have probably been focused on before, and overall feels pretty rushed.
Fridge Brilliance: Why do some of the shapes in Dimension 2 of Alice Xi die in one hit, but some take more? Because their health depends on how many sides they have.
Goddamned Bats: Some of the enemies can verge on being this if you're careless.
Harsher in Hindsight: Cirno's promise to Renko becomes pretty hollow after learning that the series is all but over at this point.
Tear Jerker: Maribel's death, and Renko's reaction to it.
Renko Usami: Who gives you the right to decide who lives and who dies?!
That One Boss: Most of the games have a boss you will inevitably get stuck on.
Alice in Spaceland had two encounters with McGillicutty that were hard. One had a crapton of Asteroids enemy fighters firing at you like they were Space Invaders or something. Another had a three-on-one fight. Both were pretty hard, but if you're playing Hard Mode and beat the third encounter...get ready for the Combined Itanimulli Asteroid Fighter!
Alice in Spaceland 2 has Weegee. Yes, that Weegee. His hard to dodge projectiles can really be a bother, and if you're playing on Hard Mode...yep, he first goes Super Sayan (this happens on any mode), and then combines with Malleo (the Weegeefied version of Mario, who is a boss in Alice Xi) to form a 'hyper' version, which is much harder than the first form, and takes what feels like an eternity to kill.
Alice in Spaceland 3 starts off pretty lax, but once you hit 'The Crossroads', kiss a lot of your lives goodbye. Especially when you reach Havoc, a security system you will come to loathe and hate, you're bound to lose a ton of lives. Then he comes back in Cirno Xi, now at Mark II. And even worse, he comes back again as the regular Final Boss of Spaceland Adventure 2! Of course, he pales in comparison to McGillicutty. The fight before him was hard enough, but when you have a five-on-one fight and auto-aiming against you, all bets are off. Your lives are GOING to go down.
Oddly, Alice Xiis devoid of these. The bosses are considerably easier, and you won't really lose any lives unless you're not paying attention, not using a trick on some of them, or quick to react.
Spaceland Adventure actually isn't too hard, unless you're really careless at times. Like Alice Xi, it's devoid of these...until you get to Wave -1. Since your seven hit ship is destroyed thanks to Renko Usami, the other world Reimu, you now have to avoid and shoot blazingly fast enemies without being able to turn yourself now, and you've gotta avoid craptons of bullets, and then fight Ezam, the main antagonist of the Ezam series. All without being hit once. Thankfully, Renko herself is absolutely easy thanks to the fact that, because she has been in Spaceland for a while, her bullets cannot, and will not, harm you.
Spaceland Adventure 2 has either Sinistar especially if he goes Super Sayan, or Havoc MK III. One moves ludicriously fast as the battle drags on, and the other...you should get the idea of his track record by just looking at his name.
They Wasted a Perfectly Good Plot: Again, the way the series ended invalidated the start of a potential story arc that would have involved Cirno looking for Alice and a way to revive Maribel for Renko, but instead was permanently placed on the backburner in favor of another tepid Creator fight that ended the series out for good.