The wheel is the biggest problem people seem to have. The very end where you have to jump right over electrical fields, then make sure to jump on the platforms and be close enough to the hole in the floor to escape the wheel. Ugh.
Other than that though, I'll admit I think everything before the wheel is a piece of cake.
See, I think the worst part of the Bunker is that the wheel happens at the very END of the level. It's really just the outer layer of the final wheel which is hard... but it takes like 5-10 minutes to get there.
As far as the Bunker vs Collecter's Lair, though... I feel like the jump difficulty is about the same. But at least in the Collecter's Lair you can take your time. Once you figure out where to stand, when to wait, and when to jump... it's pretty straightforward. With the Bunker's wheel, though... if you get behind, that's it. You can't move at your own pace. If you fall behind, you're dead.
That being said, I found Boom Town to be the most obnoxious level to ace. There's just something about those contact explosives which just doesn't end well for me.