The biggest challenge to me is balancing loot and timing, especially when chests and teleporters are very far apart from one another. Bosses themselves are managable, but the mobs that show up in the process tend to get to me.
How much time do you spend on average in one environment? I have pretty rough curves between 5 and 15 minutes..
edit:
I play on PC and am just reading through the whole process of opening up ports and everything.