Argent Facility and Argent Energy Tower now done on NIGHTMARE, and I'm doing the rune trial on each level as well. (Also another 100% max run on secrets, challenges, (i.e. weapon upgrade points), Praetor upgrades etc, so my dude is as powerful as he can be for the point in the game I'm at.)
TBH I'm not really struggling now, if anything the game was tougher when I was running with more of a 'default' sort of marine as you have nearer the start of the game, now that I've started to mould him into the character I want, I'd say that on balance it's getting easier. (Don't get me wrong, I'm dying a lot, but once I've got a feel for any given encounter, it generally goes OK once I execute the plan for it.)
I snagged the Super Shotgun a level early again, and immediately maxed and masteried it out, and it remains as devastating as ever. I'm favouring AMMO over HEALTH on the Praetor upgrades (keeping ammo one notch ahead of health), because a lot of the time if you get properly hit you're dead anyway so health can be a bit 'all or nothing', whereas ammo is fab for as long as you're alive.
But ultimately, when it comes to the tough fights, just don't stop moving, the enemies are all pretty dumb, they don't work together, they all seem to travel directly to wherever you are and indeed shoot at wherever you are with no prediction, so just running around in a fucking circle, picking them off, and not letting them 'lock on' works rather well. (I mean, do it tactically, take in ammo/armour/health/powerups/etc as you're moving around, but the basic principle remains.)
Yes it's a bit more nuanced than that as a lot of them have ranged attacks and won't move in unless they have to, some have charges, Summoners have to take priority etc but this is my third playthrough of the game now so I can generally map out pretty well in my head what baddies are around me and how best to work my way through them.
Oh yes and fuck glory kills, too much risk for not enough reward, once you've got some AMMO Praetor upgrades on board the extra shots it takes to kill things outright doesn't really matter.
The first thing I'm expecting to really test me now is the Cyberdemon boss fight, that's still going to be interesting I think.