These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Seekers. Unreasonably tough and prone to spawning large numbers of a variety of other aliens in front of them. Even worse, the game's guns almost always tend to lock onto the expendable cannon fodder they're spawning, letting them make absurd progress practically untouched by your defences.
Turtles. Stupidly tough for their speed (not as tough as Crashers but far faster) and the aliens they carry inside them can often cause as much trouble as they do.
Air units are not terribly difficult to dispatch—a few missile turrets will ensure they don't touch your cores. but if they do get one of your cores, it's gone for good!
Game Breaker: In some scenarios meteor towers can easily dominate the battlefield. Great range, not very expensive, huge spread damage. Combine them with temporal towers + good maze guns for mopping up the survivors and bulkies, relax and enjoy. On the other hand, speedsters and isolated enemies draw their fire from clusters (resulting in overkill or miss) so the balance is cleverly maintained in most scenarios.
That One Level: Several of the advanced challenges can get very, very bad.
Some of Center of Power's advanced challenges can cause a few gray hairs.
Turnabout's advanced challenges (namely Super Grinder and Green Towers Only) are the point where you are forced into "juggling" the aliens in order to achieve the Gold Medal. Even then, getting that requires precise timing when juggling the aliens, without which these challenges are largely Luck Based Missions.
It's nothing that the application of enough gun/cannon towers and construction of a long enough maze can't handle. Try doing the Gun Crazy achievement on Height of Confusion and you'll see why they're just shy of being OP.
The Woobie: Many of the places you visit had special importance to the General (where he lived, where his family lived ( and were overrun), where his mind was uploaded into a computer ( and where his body rests), the sites of battles from the previous war ... it's hard to not feel bad for him when you hear his reaction to revisiting those places.