Just like in real life, in WoW, some jobs are harder than others. Gathering professions tend to be pretty easy and lucrative -- it doesn't take a lot of effort to wander around and gather stuff, particularly herbs. Skinning's a little tougher, but at least you get to control how many "nodes" you have by killing everything. Mining is widely considered to be annoying because of the intense competition for nodes, but it can also make you a lot of cash.
The crafting professions are much, much harder, and tend to require a significant gold investment. I've only been an alch/herb up to 375, so everything else is based on friends and guildmates.
Alchemy ... well, alchemy is easy. It doesn't require a lot of materials, the recipes are usually easy to find, and everyone loves the guild alchemists. Enchanting has the major negative of depending mostly on the kindness of strangers, most of whom want you to enchant their gear for free, but at least you can get the mats free by disenchanting your old gear. Tailoring has cheap mats, but you need a lot of them. Jewelcrafting is apparently difficult without mining, easy with it. Blacksmithing can apparently be really easy or really hard, depending on your luck (and your patterns!)
The two professions reported to be the "worst" -- both in terms of leveling and overall usefulness -- are leatherworking and engineering. Leatherworking from 350 up is a giant pain, since you need rare patterns, and you don't make a lot of money from LW unless you get hard-to-find epic patterns. Engineering requires a lot of rare materials and is just largely useless. However, on the pain-to-level scale, nothing beats fishing. I would seriously rather beat my head against a wall than fish for more than five minutes these days. Admittedly, it doesn't cost money, but the cost in brain cells is far too great.
What do you think is the hardest profession to level? What about leveling time vs. usefulness at 70?