From what I've found, History essays are harder than the GCSE ones, certainly on AQA [did AQA for GCSE & now doing it for A-Level] because the questions are much more specific. And as a previous poster said, you have to give explicit examples at A-Level and fully develop your point because the examiners won't give you the benefit of the doubt.
Psychology, Politics and R.E, I can't really comment on because I didn't do them for GCSE, to be honest although they are certainly challenging, they aren't impossibly hard. Overall A-Levels are more time consuming than hard because you should be doing more than just the homework your teacher sets you. So if its History or any other arts subject, then lots of background reading, or if its something like Maths, then some extra exercises. Worst thing you can do at A-Level is go into a lesson having no understanding of what your going to do that lesson, even if you haven't been taught it before. Normally it should be obvious what your doing next, so as long as you have a textbook then you can read up. If your constantly one step ahead of what your doing in class then you shouldn't find A-Levels impossibly hard.