I enjoyed the heck out of my first DR2 playthrough. Ended at around level 36, having brought 5 levels in from Case Zero. The load times are annoying, but only really when there are a few in sequence - skipping cutscenes, for example. The time limit comes from the first game, and I found it MUCH more lenient here.
As for the psychopaths, they do seem to be arbitrarily difficult, rather than challenging. For instance, everyone I know with the game completely skips over
because he's damn near impossible, at least before level hojillion.
Still, next run I'm getting all the survivors, and after that all the psychos. I suppose I can try to do both this run, but time can be a factor, especially with some survivors
like the ones you need to beat in poker.
I used combo weapons exclusively. To me, there are three classes: Crowd Clearers, Crowd Pleasers, and psycho killers. Crowd clearers are simply the best at ensuring you have a clear path wherever you need to go. The nailbat is the earliest example of this, and it remains one of the best. Crowd pleasers are PP magnets - excellent at killing mass amounts of zombies, each for a lot of PP. Dynameat and the heliblade are some of my favorites, as they actually attract zombies towards them. Psycho killers are great single-target damage dealers, obviously useful for psychos. In the beginning, the Devastator and Laser Sword are phenomenal, though at the end I found myself preferring the knife gloves.
Durability only bothered me when I was just farting around. It was easy enough to make replacements.