Are there any special levels (beyond the ones where corpse management is trivial, like Skulls and Carnage) where you feel that you come out in better shape than you went in with, or is it entirely the desire for Conqueror that makes you do them?
Always beneficial:
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Hell's arena (if you're not fussed with conquerer, and health packs are running out, only say 'yes' once... You get a lot of medpack as a reward for an easy level, and you'll have a super-easy chained court!)
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Military base for sure.
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Basic Chained court for sure.
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Hell's armoury for sure
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The wall - pretty basic.
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Containment area - but I use most of the rockets I get there!
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Halls of carnage. BFG nice!
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The lava pits / Mt Erebus - If you have envirosuits or cerb boots, the lava element you get from here is like an extra life.
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Limbo : Not too tricky, and great rewards. The nuclear BFG is just beautiful! <3
Situational:
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Chained court + is close to a deathtrap, but the modpacks and staff are great later on, so it's a 'die now or be strong later', and the extra experience often pushes me into enough experience to get hellrunner in time for phobos lab!
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Phobos lab if you are fast enough to outrun a nightmare demon, if not it's a deathtrap.
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Deimos lab is pretty much always beneficial if it doesn't kill me. There's a very real chance of having hell's armoury or deimos lab make the rest of your run *far* easier. From *any* rare modpack, you can assemble a tower shield, gravity boots, nano(machic) weapon of your choice, plasmatic shotgun, or demolition ammo pistol, and every one of those items it worth risking your life for.
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Unholy Cathedral. This is great for melee characters, and possible for most non-melee character, but certainly not worth it - you will be expending modpacks and maybe even traits specifically to get your character able to, and your reward is a melee weapon and some experience! For ranged characters with juggler I'd not-worth-it . Without juggler it's awful! For melee characters it's incredible.
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The vaults - For about the last 10 runs, the only items I've carried out of the vaults (WITH key) have been ammo boxes. Maybe it's bad luck? The lack of health here makes it situational.
Not worth it
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City of Skulls - Huge ammo drain, and the reward you already collected from the wall! I for one think this level needs a better reward! The skulls are ok for the mortuary, but most BFG owners have other answers.
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Plains of torment - Pretty dangerous but nothing too taxing. Terrible, terrible rewards though. At least this one has supercharge!
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Spider's Lair - Absolute deathtrap. Nice reward (particularly the energy cell pack), but yeah, deathtrap.
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Mortuary - I clear corpses with skulls or the BFG, wait until I'm getting overrun, then homing phase to the nuclear BFG, bunker in the corner until all cover is destroyed, then bunker in the closeby corner until all the cover is destroyed there too. After that, sometimes I manage to clear the level. I die here a lot, certainly more than anywhere else.
(And if you're tough enough to take on Hell's Arena, CC+ is comparatively easy)
Teach me your ways! :P