Jumping on Tobold's band wagon.
There are some, limited, ways I would make WoW harder--but only because the game needs to teach far better than it does. Its also a "difficulty" that exists in the game for rogues--though only briefly and it may be entirely optional now.
If you have leveled a rogue, in the low twenties you go on a quest to unlock the poison ability. The tower quests are more an unexpected mini-game for rogues that, as a long time MMO player, I found challenging and interesting. Of course, at the same time, I think as a general tool, the poison quest line is a bit too challenging, forcing the rogue to master many abilities in a very short succession. It was hard to do at 20 or 22 (I don't quite recall when I did it (twice, once Horde, back 06? and once on Alliance, maybe in '08)--but it is the right idea for targeted difficulty.
I have sung, repeatedly, praises for LotRO skirmish system for teaching me how to tank with an NPC dependent. While I don't think WoW needs the skirmish system itself, it does need to pull the teaching opportunity and lesson out for their players.
So the more difficult content--in limited amounts--would be to have the players learn their scarier class rolls in a less threatening and hostile environment--gently with a group of NPCs. The reason this should be difficult is the lessons should not be defeated with overwhelming DPS--but by protecting the DPSers, or healing the tank, or controlling DPS so that marked targets are killed in order, meeting some threshold of DPS, without ripping agro off the NPC tank. Forcing the player into their other specs and playing nicely with groups would be the challenge.