Story Mode: If you can't beat a certain trainer, level up some more. (BTW, you get to face Ein a total of 3 times in Colosseum, once in the Lab, once at Realgem, and once in the Deep Colosseum. I don't hate his team that much, although snagging Raikou is a pain sometimes, Venus has by far a worse team, and the most irritating battle is Dakim's second fight)
Mt Battle is by far the best place to level, since all the trainers only get gradually harder (L15-60 over 100 battles is pretty steady), and once you can beat the 100th trainer (MTBATTLEMASTER Somek) you can pretty much go through everything else in the game apart from the Deep Colosseum.
Colosseum Mode: Methinks the designers of this game are just evil, or have been playing too much NetBattle or something. Some of the teams are just simply nasty, especially on the harder levels when there are teams full of ubers. Max EV and perfect Hidden Power types and so on. It's cheap at times.