Having grown up in upstate NY, I was able to flyfish the Beaverkill, Willowemac, Delaware (WB mostly), West Canada, the Battenkill, the Ausable, the Oatka, and a bunch of other stocked trout waters across the state. I have also fished out west including the Henry's Fork, Snake River, Madison, Yellowstone and a few mountain streams like Slough creek. I have been in East TN for 8 years now, and my observation is that the fly fishing in the Smokies is the MOST challenging by a wide margin.
IMHO, the thing that makes New England easier are the more consistent hatches and spinner falls. I could count on hendricksons around the 18th of April, and when the trout started taking them it was spectacular. When you got into a spinner fall after a sulphur hatch you could wear them out. Things were similar in the west, but the fish were bigger and, with the exception of the Henry's fork a little more gullible.
The challenging things in the smokies are keeping your fly out of the trees, stealth when approaching pools, and getting a good drift in the endless pocket water. Many a day I have longed to be fishing a hendrickson hatch to rising brown's in Carin's pool (one of Lee Wulff's favorites) on the Beaverkill.