What I did was create 2 mule characters to save all the stuff I collected on the initial playthrough. Then I cycled down the list while only playing normal.
Nisha, then Wilhelm, then Claptrap, actually went Jack next since it had just been released at the time and I wanted more elemental weapons before playing as Athena, then Athena.
I then cycled back through the list with the previous characters except on TVHM this time. Right after finishing Jack, Aurelia was released, so I went through both difficulties in a row with her.
Then I started the cycle again with completely new characters except I did NVHM and TVHM back to back without changing characters.
Now I’m trying out new tactics with completely new characters to keep it fresh.
Only played the Holodome when looking for the Chronicler Mods. Not a fan of the arena, not fun solo and nobody ever seems to be doing it in co-op. When the Cl4ptastic DLC comes out, you bet your rump I’m doing that on every single character and every single difficulty.
So what’s the reason for all this? I plan my character builds in advance. The armory has grown quite large but while I’m playing one character, I look for items that I will use on my next character (usually via the grinder).
Long story short, I think it’s worth giving every character a shot on each difficulty. You may find out that the character you’re so used to might pale in comparison in fun/difficulty/style to the others.