I don't find sentries that hard to kill most of the time, and keeping mine alive is difficult if there's more than one enemy player attacking it. Sure if it's just one soldier it's not so bad. But if a demo can get 4 stickies on it it's a guaranteed destruction every time. Pyros and scouts can circle strafe them easily enough (I do it as pyro all day) if they're in corners, and if they're out in the open they're fairly easy for soldiers, demos, and spies to get and get you.
Also if you have a continual sapper/wrench war, the sapper always wins, because it does damage while on, but your wrench doesn't repair until you knock it off and then manage to hit while it's off. You'll lose against a spy standing on the other side sapping it every time. The better spies can often get behind you, backstab, and sap the sentry before it turns around, I've done it as spy before.
The main problems I'm having now is the demos. Grenades (non-crit ones) still kill me in one hit, even with the HP boost to 225. That's ridiculous. They just find a choke point and camp it with stickies all day and there's really nothing you can do except hope someone else runs through and gets blown up first. Then all you have to do is dodge the 4 instant kills he's got in the clip or hope he doesn't just run backwards dropping stickies at your feet, which you've got pretty much no defense against.