I'm in the New Game++ in Demon's Souls and advancing is more smooth at this point.
The hardest trophy to get for me right now is the "Soldier's Trophy", the trophy is basically getting all of this weapons and the problem with this is that between managing the tendencies (which is a pain in the ass) and using the Demon Souls to create weapons can be pretty confusing. Hell, there's a lot of weapons in this game that you can only get one time for playthrough if you complete a series of actions and those actions can also affect you losing the opportunity to get another piece of useful spell, miracle, weapon, item or whatever.
I might be doing a new character to get this trophy... someday, because trying to get this trophy with my character it will take me to New Game++++ and I don't want to see how much damage the enemies do by that point in the game.
So yeah, Demon's Souls you so masochist.