The coolest: Vex, by far, in essence; they're ancient, time travelling cyborgs (they aren't robots because their mind cores are biological) the axis minds in the vault of glass are honestly way easier than they should be, they're all basically gods. Atheon could rip the space-time continuum apart if he really wanted to, but thankfully... He simply doesn't care. I don't have a "hardest" faction all together, but in my opinion, the give wizards are the most OP non-boss enemies in the game, especially in the weekly nightfall