Different beans do have different flavors. I find that kidney beans and black beans have a fairly strong and distinctive flavor compared to most beans. Black-eyed peas and most lentils have a milder flavor, but still, if you were to cook them separately and taste test you would find they do taste different from each other.
I don't think there is any particular bean that is harder or easier to cook if you are open to experimenting (which it seems that you are). They can mostly be interchanged in recipes (with the knowledge that there will be a slight difference in the resulting color, texture and flavor) and they are generally quite forgiving as long as you err on the side of over-cooking. ;-)
If you're having trouble with getting them cooked well enough, you might try either a slow-cooker or a pressure-cooker. Either one is a good way to make sure beans get thoroughly cooked without having to watch them on the stove for a long time.
For the slow-cooker, soak the beans overnight then add the beans and other ingredients to the cooker in the morning and let it go. In general, for beans in a slow cooker, you will probably need double the time they would have taken boiling on the stove, but you don't need to watch them.
For the pressure cooker, start soaking the beans in the morning to cook them in the evening. You need about 1/4 the "boiling in a pot on the stove" time (or less) in the pressure cooker. There are some good references for cooking times around online, or converting a recipe from "regular" to slow-cooker or pressure cooker. Note that the pressure cooker time starts from when it gets up to pressure, which will vary based on the volume of the cooker and the volume of the ingredients being cooked.