It's just become a lot more challenging as soon as I started the level 15 missions. The bad guys are a lot tougher and the two bosses I've so far come up against were crazy. The first one took me 3 times to take him down and I think it was an accident. The second boss was really difficult - I think I ended up re-spawning about 6 or 7 (or more, kind of lost count) times before taking him down. The hard part about the bigger missions is that even after taking down the boss all the previous enemies re-spawn. You end up having to fight your way back out to the entry point. It's a good thing that they provide lots of ammo here and there.
It's a check point save system, but the nice thing is if you have made specific progress on your missions, even if you don't make it to a check point, that progress is saved even if you die. You just end up spawning back at the check point save location. You also don't lose the loot you may have picked up after the check point save. It's a bit more forgiving of a system then I've seen with other auto-save games. The penalty you face is having to fight back to where you were when you got killed. Usually, they have a spot to re-arm right at the check point areas, so that's a plus. Just need to make sure you save those pennies to buy lots of rocket propelled grenades