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you probably just blew through the story and didn't do any of the side quests if the game is getting too tough for you. If every mob is 2-3 levels higher than you are its definitely a problem. Side quests get you awesome gear and lots of experience that makes the playthrough much more manageable.
A lying tongue hates those it crushes, but a flattering mouth works ruin. -- GT: Wretched Owls
The rocket shooting robots kill me pretty quickly too. I would suggest trying to hide somewhere to avoid their rockets and try to pick them off from some sort of cover. Also, use a corrosive weapon.
For general XP, just kill things, possibly even going back and repeatedly killing a recent boss, depending on where you are in the game. Goliaths are good for that - let them kill a bunch of things and then kill them for bonus XP.
Personally, if I completed most/all of the side quests, I was always over-leveled through most of playthrough 1.
Corrosive shots tear the robots up... also, you can disable them quickly by focusing on the arm/shoulder areas... it usually counts as critical hits and you can actually shoot the arms off, which of course will cut down their offensive capabilities.
Of course it also depends on which character you are, the guns/equipment you have, and how you've built their skills so far.
I'm level 26 and the difficulty says normal but they're still blowing me away. Especially those robots that shoot fire/rockets. Are there good level up areas in this game?
Go to either the caustic caverns or tundra express and injure the varkids until they pod, then blow up the pod. For whatever reason you get way more xp for killing the pod than if you let it morph then kill the higher level enemy. Pretty effective if you have the patients to run around and just blow up pods. Plus its not really an exploit so you can sleep well at night. Careful though sometimes you bight off more than you can chew and subsequently get peed on by varkids.