I wouldn't have classed Banshee battling as "harder stuff" to set up, but I guess it could seem that way before you've done it. And there are a few details to consider, to avoid trouble.

: Rockslide Megabattle -
: Easy to create some kind of save, but it seems like it's hard to create a
: good save.

Admittedly I'll usually invest quite a bit of time and effort in creating a good save for certain battle plans. 'Good save' meaning that the covies routinely attack in the manner desired. But it's worth it.

: Cavern Megabattle - A bit trickier to create than the Rockslide Megabattle,
: given that you have to do a Bridge Descent and then set everything up

You don't have to do a bridge descent, but it's preferable.

: Spiral Path Megabattle - Takes a long time to set up

Well, that depends where you start timing from. If you start timing from where I begin in BCM70, i.e. where the real specific work starts, it's potentially a matter of under 10 minutes if things go well.

: Twin Bridges Megabattle - Takes a very long time to set up, and involves a
: lot of enemy manipulation. Of course, this is mostly just my assumption;
: if I could see a good video of it being set up (err, *hint hint* , *wink
: wink* ), maybe I might have a better sense of it all.

I was already planning to show some set-up work for that - and the rockslide megabattle. Can't say when - but sometime. And really, a basic twin bridges megabattle isn't very hard to set up once you've got a spiral megabattle situation.

: Dustbowl Megabattle - Involves a lot of enemy manipulation, and requires
: you to dive into the line of fire like no other megabattle does. If you're
: playing on anything above Easy, it's probably rather tricky to set up.

On Normal the enemy bypassing can certainly take a lot of tries if you want to get near the maximum enemy count. But you can always make it significantly easier by thinning out the mob a little (Elites especially, and red Elites even more especially), and you could still have a great battle.