Daemons, Vamps, DE and WoC will be hard. Daemons: Let's face it, they can be really overpowered. Vamps: All those massive units just keep coming back and auto-break you. DE: Higher WS, Eternal Hatred, insane magic items/ banners= dead lizzies WoC: Strong elite force who also have cheap but pretty nice marauders(who are in my opinion underpriced(4pts base, I thought))
I find that WoC are usually not to bad. Their slow movement makes it easy to outmaneuver them. That being said, their lord is nails and knights can be very vicious to be up against.
I don't find guys on steeds slow, they move faster then dwarves(everybody does ), ok serious now, WOC aren't OTT at all, but for LM I think they are a hard army to beat.