I haven't done relevant savage raids or EX trials. Out of everything else, I would say normal raids are the most mechanically difficult, while alliance raids would be the most difficult due to the sheer number of random players, many of whom work against each other. As such, the mechanics don't require a whole lot of coordination so much as individual players playing well, but they do hit like bricks.

It's difficult for me to say which is harder. Both have left me with an increased heart rate, and happy to get the hell out of there with a clear.

There are also 'git gud' dungeons like aurum vale, the vault, Baelsar's wall, etc. that I would rank higher than expert roulette.