If you're not feeling the challenge after a few playthroughs of Borderlands, the upcoming v1.41 Title Update aims to bring back the difficulty by scaling enemies to your level. This will also apply to the weapons you find so you'll always be on even ground with that Claptrap trying to punch you in the face.
Version 1.41 will also increase the level cap by 8 levels so now everyone will be able to reach Level 58; players who own "The Secret Armory of General Knoxx" cap out even higher at Level 69. Achievement glitches will also be fixed for those who own "Claptrap's New Robot Revolution" DLC.
The Title Update will be available sometime in November 2010 for all platforms.
Update: The update is now available for 360, PS3, and PC.