Faces are hard. Humans, in general, are probably the hardest thing for me to draw. There's just so much to remember, and we're all really good at spotting when things are off with a human face or body because our brain pays so much attention to those things. Add in remembering different angles and then expressions on top of it, and it can get confusing really quickly, so I practice faces a lot.
I try to do a mix of quick sketches, where I'm just trying to get the basic shape + angle, and longer sketches where I'm trying to get it all including things like shading. And, I also think that mixing it up keeps the practice going, so that you're not just doing the same thing over and over--which on top of being boring doesn't seem the best way for me to learn.
What's your hardest thing to draw?