I would say from a single developer point of view in BizTalk 2004, my biggest problem is testing my work. It can sometimes take a while to deploy changes, update binding files, and restart hosts. Plus, testing through Visual Studios can sometimes yield different results than running the same test files though a Receive/Send port.
Custom components like Adapters and Pipelines definitely take more time then building most schema and maps. But, that is to be expected. I wouldn’t really say they are “harder” but you need a different skill set to be proficient at developing them.
Once you get into a larger development environment, things change a bit. At that point, I would say deployment and version control become difficult. Not much different they any other development work though, just BizTalk has binding files (i.e. port configurations) that need to be set and maintained.
Oh, initial setup and installation is difficult as well.
Hope this helps.