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.
There's one red bullet enemy that fires tracking bullets, which not only makes it much harder to dodge but also prevents you from punching the bullet back since the trajectory changes. On Insane difficulty, it fires these two at a time.
The green bomb-thrower robot takes a ton of effort to kill and its bombs are much harder to get rid of (it also fires them three at a time).
The walking bombs. They explode when they get close to you, doing massive damage, and take an obscene amount of damage to kill normally. The blast can still hurt you even then. These things are an instant kill on Insane.
Actually, pretty much anything on Insane, especially without Level 50 gear. Pretty much everything can take away more than half your health in a single hit.
Game Breaker: The most expense automatic shotgun makes the entire game a breeze thanks to its high damage and knockback effect. This is partially balanced out by its huge price tag and requirement that you be at the maximum level to unlock it.
Goddamned Bats: Anything that shoots red bullets. Not only do red bullets do more damage than regular bullets, but the enemies that shoot them are often heavily armored, forcing you to deflect said bullets back at them for a quick kill. They just love to show up with other groups of enemies to disguise their attacks. On higher difficulties, a single red bullet can knock off two-thirds of your health. That's an instant kill if you don't use beer to recover from the half-health cutoff for your auto-regeneration.
That One Level: Every Cliffs Survival level, especially if you're going for five stars. The arena is built in such a way that you have to jump a lot to get from side to side, wasting time and making your combo wind down. Tracking bullet enemies become the standard later on, so that only adds to the frustration. On the final Cliffs Survival level in Insane, the last round can be summed up as "Macross Missile Massacre", so you better hope you brought a long-range weapon to wipe out the mass of missile enemies. You basically have to memorize the entire enemy spawn pattern just to stand a chance of surviving, much less getting five stars.