I think we need to draw a distinction between what movements you find least satsifactory in performance, and question, which asks which movement is the most difficult. There's a big difference between what may or may not satisfy you, and the absolute difficulty of playing a particular piece of music. I don't think there's much question about which Mahler symphony is the most difficult to play on the whole--it's the Fifth. Barry notes the difficulties in the second movement and scherzo, and I would also add the finale. One reason might be found in the statistic that this is Mahler's longest symphony in terms of bar-length, but one of the shorter ones in absolute playing time. That means lots of bars, lots of notes, mostly in quick tempos.
Furthermore, the relentlessly contrapuntal textures make the piece difficult to balance, and particularly exhausting for the strings (and also the brass, though not for the same reason). Just think of how much busy passage-work there is from the second movement on! In this symphony the string writing comes close to Nielsen's extremely difficult ensemble work in the Fourth and Fifth Symphonies, but it goes on for double or triple the length of those works. And let's not forget the crucial solos for trumpet in the first movement, and horn in the third. Then there are the interpretive issues--the tempos of the scherzo and (most famously) the Adagietto, and the relationships between the interlinked first and second, and fourth and fifth movements. It's a nest of problems.
As to the scherzo of the Sixth, it's not really that difficult (the tempo is moderate in the trios, which have most of the changes of meter), and it presents no difficulties that can't be resolved pretty easily in rehearsal. Rhythm is almost never a problem in Mahler; he's a much more foursquare composer than, say, Strauss. There's nothing in his music on the level of complexity of, say, Till Eulenspiegel. Mahler's problems are ones of endurance, ensemble balance, sensitivity to dynamics and color, and the fact that his parts are always so clear and exposed that mistakes show up as if spotlit.
Dave H