Yeah, I made the mistake of making my first L4D match a quick-game, so it launched me in a normal diff session. Was fun, but I was never in any real danger (zombies could surround and hit you for probably 15-20 secs without much damage), and we easily finished the demo (2 levels). There's an advanced difficulty above that, which I haven't tried, since I skipped directly into expert.
Now THAT was the zombie apocalypse. Whenever we got swarmed, it ended up with half the team down or dying, and we were constantly dragging ourselves at extremely low health. Scavenging for scarce items was fun! Pistols are actually unlimited ammo, which is too bad. But I guess it makes sense gameplay-wise, since not having any actual ammo would make the game a bit pointless for that player then (since getting new ammo stacks is very rare). The zombie bosses were a real pain, too. Made it to the first safehouse. Haven't made it to the second yet!
I'm not sure about advanced difficulty, but I think expert will be how we play it.
<3 online splitscreen. Randoms I played with were all good team players. Added a few.