Lu Meng (if you're playing the Wu side) actually has it the easiest at Fan Castle. Whereas for Shu & Wei it is a four star battle, it is only a two star one for the Wu crew.
Actually, I think Wu got the short end of the stick in terms of the availability of tougher levels. I know that Koei is full of Shuists who like to use Wei as the evil opposing faction, but I'd of liked to see a few more bigger (and tougher) stages added for all sides.
You'll probably be disappointed to hear that Sun Shang Xiang is pretty much worthless when you unlock her final weapon. Most of the girls have been screwed over by heavy weapons, which completely obliterates their stats on the battlefield. Sun Ce has been down-graded a lot too, which is a shame. Oh well, the addition of Ling Tong, who fights like he is on fucking crack or something, more than makes up for it. He is probably my most loved of the new guys.