I beat Score Attack with all characters this week, and I gotta say, doing all the challenges was a lot harder for me... the problem with Score Attack is just the first time you beat it. Took me about one week to beat it with my main character, Labrys, without using pause abuse or any other tactics, just learning how to handle the AI. After you play a bit, you begin to memorize all the patterns the AI do and you can beat it quite easily. For example, if you are far away from Chie in the stage, she will almost always do a dragon kick, which you can punish. The easy tactic to beat her is just run away until she does it, punish her, and then run away again, repeat the cycle.
To beat it with all characters, I watched the videos in this channel: http://www.youtube.com/user/NY0H1R0
This guy did runs in Score Attack with all characters, which helped me a lot to know what do to. Watching his videos and using the pause tactic = easy win.
I strongly recommend using the pause abuse tactic, it makes everything A LOT easier. I almost never did get hit by Yu, for example. Now, if I didn't press pause during his attacks, I'd probably get hit in seconds.
The characters that gave me trouble finishing SA were only Yukiko, Aigis and Elizabeth (with Aigis being the heardest [funny thing her 30° challenge was the hardest for me too]), and they were the first ones I attempted to complete SA (after Labrys, of course). Took me 6 or more attempts.
After that, all the other characters were fine. Mitsuru, Naoto, Yu and Akihiko I did on my first try. Yu and Akihiko were the easiest, so I recommend doing them last. Just get rid of Yukiko, Aigis and Liz first :3
Oh, and just to say one more thing, non-related to Score Attack Mode, but to Challenge Mode: that youtube channel has all the number 30 challenges too, so if you try to do it, watch those videos too. Nyohiro do the challenges in a easier way than the ArcSys' demos, so I suggest you to follow his videos. Kanji's 30, for example, is a lot easier than the demonstration. I wish I'd watched his videos before doing Aigis' 30, did it the hard way and I still have nightmares with that challenge (ok, not so much. But the way he does it is a lot better).
At last, sorry if there any errors with my english, it's not my first language.