The most challenging challenge quest to date for me on Super Hero Squad Online has been the "Hulked Out Heroes" challenge. Basically you have to play missions with Red Hulk, She Hulk, Hulk, and Gladiator Hulk.
Seems simple, but the problem with this challenge is coordinating play with other people. Some don't have chat and most people are busy at the wheel or in missions themselves when you ask around for help with this mission.
I did learn something valuable from my experience though. You can click on a person and look at their squad to see what heroes they have in their inventory.
That was a great trick to finding out who had a hulk in their inventory.
Luckily I ran into a really nice squaddie named "Gummy Gardener Salamander." I clicked on him and checked his squad and it was packed with heroes. This guy was amazing. He had completed all his challenges and had pretty much every hero. I asked him if he could help me, and as luck turned out, he was available.
Since I had already played with a Gladiator Hulk and I own the Red Hulk, I only needed to play with She-Hulk and regular Hulk to finish up the challenge. Gummy stuck with me through two challenges to finish out the quest. He rocks! Gummy is definitely someone I want to put on my permanent friend's list. :)
Hero up and happy dueling!