I think writing the characters by hand is the hardest. I mean i can type in pinyin all day, but if you ask me to write even 40% of the characters I use in everyday Chinese, there is no way.

In my case is pronouncing the tones correctly.

If you let me telling, I want to say, the hardest point in learning Chinese language is [culture difference]! It's vital point! You know, our Chinese think in different way from foreigners, there is big difference indeed. and others are also important as intonation, writing, the way of words usage, ...and, if you want to understand Chinese well, you need studying our history, understand many historical stories, because we have so much idioms...

the most difficult is to find a good grammar textbook... no such thing yet

Not being able to sound out a word. If you don't know what the character is, there is no way to determine how to say it correctly.