I got Brick and the hunter up to level 50 in two playthroughs almost for each. The game really gets tough during the second play. Too bad you can't go above 50.
Still have to try the siren and the soldier. The hunter is just too much fun, once you get a sniper high proficiency
You can go above level 50 if you buy the third expansion/DLC, The Secret Armory of General Knoxx. It allows you to go to 61.
The fourth expansion/DLC is coming out this month as well.
EDIT:
Apparently said DLC comes out on the 28th (same day as Dead Rising 2!)... http://borderlands.wikia.com/wiki/Claptrap's_New_Robot_Revolution . Some pictures and information there.
Most of the worst enemies can be sniped so get a revolver, sniper or hyperion scoped rifle and plug away at it depending on class. You definitely can't Rambo the game. If you snipe Bonehead from far enough, his SMG isn't accurate enough to really hurt you.
I disagree... I find it very easy to Rambo the game with a good Class Mod and a proper build. But of course, this depends on what you're fighting too... my Siren build can destroy many people without even losing a single life point, but it doesn't do as well against bosses given it works off kills.
Also, I usually snipe with whatever type of gun I have the most skill in. My Soldier snipes with Assault Rifles. Of course, I have to carry ones with around 95%+ accuracy to even do this.
I'm currently playing Roland. Anyone have any tips with that one?