I would agree with JoyCat. I find it all challenging, but fascinatingly so. Currently my biggest challenge is simply that every time I start working dressage again, something happens and I have to start all over again! Very frustrating...For instance we were getting into third level when he had a stifle injury, and we had to teach him to engage his hind end again. We start making progress when he sticks his leg through the fence. Now, I'm starting all over again. *sighs*

Though, it's so worth it when you have those moments going around the arena when you can't tell where you leave off and your horse begins, like you've transcended physical form and exist in fluid movement. Occasionally we get moments like that, and that's what I do dressage for--the connection, not for the show or anything else.