I found the difficulty spike on TVHM not much different either, seeing as i have a class mod that gives DeathTrap(playing Mechro) EVEN MORE Melee damage and damage reduction than you would have normally. Also, the Shift Keys gave me some rather splendid weapons in the form of a 10K damage dealing Jakob's revolver and many other things.
The Normally dropped Assault Rifle courtesy of Vladof is handy with Slag, and the Torgue rocket launcher that deals 120K damage with each rocket without a target being slagged helps with the big bads
The Torgue shotgun i picked up is nice, but i'd rather have a quad barrel instead of a dual barrel, this thing seems lackluster compared to my old one from Normal mode(and that thing was lvl 12 and took me through to 24), also Blue in rarity.
However, when you do Tiny Tina's Assault on Dragon Keep, the difficulty becomes real, and that's just what the fun is about in BL2, specially when you have a buddy to play with that is of equal level. Currently on lvl 46, halfway to 47
If you do have Tiny Tina's DLC, i suggest you start saving up on Eridium, you get to use it in the slot machines and there's chests that have D20s on them that you can roll for 5 eridium for a 2d20 roll instead of a 1d20(more chance of getting a high roll).
Also, here's a list of Legendary Items in BL2http://borderlands.wikia.com/wiki/Legendary#List_of_Legendary_Items_.28Borderlands_2.29