Once you have completed the game, you will get some vehicles and weapons that make the activities a lot easier. You should try completing it through the epilogue first. Also, try some of the missions co-op; you get full credit for it, the activities take about 1/2 the time and 1/4 the effort and you will have to do it anyways if you want the full 1000 achievement points.
But the stuff you unlock helps with the game, so, for me, it made no sense to wait.
The mild PITA ones for me were Snatch, Mayhem and the bodyguard. Actually, the bodyguard one seemed impossible until I read up on it in some forums. There was some trick that seemed obvious once I read it. Can't remember what it was now, though. The royal PITA was that flaming go-kart race. Grrr.
One thing to keep in mind is that the order in which you do activities can make a big difference. Having more health or better weapons can really make a difference. Of course, figuring that stuff out is near impossible without a guide or FAQ of some sort, so I get your complaint, Chaz. No game should require a guide.