First, for me, Nightmare was easier than Normal.
This is probably for a couple simple reasons. Gear and skills. The gear seems to greatly inflate in nightmare, beyond the enemies. Also, you get a good set of skills to use, which is not a likely case in normal where you just stuck with a few good skills/runes.
Solo vs co-op
Solo is much more preferred. Being able to walk away (and pause) at any time is awesome. It also make you feel much more powerful when you're the only person slaying thousands of demons. I've tried to do co-op a few times and get stuck with AFK'ers or town/inventory stalkers.
I accidentally made a Monk the night of release, and because the character creation was bugged I didn't want to re-log or try to re-create another character, so I just went with it. While it can sometime be hard against other heavy hitting melee attacks with my current build, I just simply out heal any damage that comes my way. I love love love being able to constantly teleport around. I love the Monk way more that I thought I would, and way more than I did in the beta.
Here's my build. http://us.battle.net/d3/en/calculator/monk#abgdQi!bXY!aaaaaZ
I think it's the best build you can get for leveling thus far, at least with my play style. I just run head-on into everything, constantly getting into the middle of groups with Dashing Strike keeping Sweeping Wind up.
With my head-on playstyle thus far, the templar is a must. Sometime I'll get a little to deep and the random heals from him have saved my life a few times. I don't really need the extra damage or CC from the other 2 followers.
After maxing out the first page of the shared stash I stated leveling the BS and Jeweler. I like to keep at least 20k gold in my stash just in case a vendor has a nice ring/neck.
I'm salvaging everything that I don't use, and can't go on a follower. There's just too many good drops to try to send them to an alt or sell on the AH, and the shared stash is way to small to keep them. I'm out leveling the BS (I don't have enough gold to get him to my level), so all the salvaged materials are just sitting in my stash, but at least they will get a lot of use from alts.
I didn't farm for level/gold/drops, so in nightmare I was getting drops that were above my level, which was perfectly fine. They were huge upgrades and I just kept them until I hit that level
Seems like too many rare (yellow) items drop. Most of the time the rares where lame because they didn't have the right stats on them, but the few times you get a yellow that actually fit your class, it's a jackpot!
They have become an annoyance to me. They drop so frequently, and because they drop at different levels, they are taking up a good chunk of my stash. I combine and upgrade them frequently, but they are still taking up about 1/3 of my stash!
A suggestion = salvaging mats (at least from Normal) are like 30g each.
If your item vendors for over 30g, sell it. You can buy the mats when you need them and make tons more money. I already maxed my first stash tab and have my jeweler and blacksmith up to the point where they need pages by Act 3 Normal