Ezekiel,
would like to mention I go to every dungeon with my main char, a tamer, and do very well in all.

It´s just a matter of knowing what (not) to do when you´re down there.
Citadel: Some of the ninjas are bardable (disco + peace is nice for them).
Prism: Wouldn´t recommend going alone. Usually you´ll die a ton till you figure out the dungeon... and with a ton I mean hundreds of times...

Basically you have a part of a dungeon, and a hole leading to the next part. In each part there are monsters and one type of monster has keys inside them (which look like shattered crystals and have a timer on them). Usually you just follow the way and you´ll see the hole, except for the last one, there you´ll have to know where to go since it´s one of those precast invis + run situations.
Palace of Paroxymus: The part with the "fumes" Ezekiel is remembering is in fact a river of acid (green, you can´t miss it). It goes through the whole dungoen and sort of leads you to the part where you hand in the keys. There are a couple parts you can run over (you´ll see rocks raging out of the river) and there are a lot of parts you can´t run over (since you die... and sometimes you´ll teleport when dying, so don´t worry, that´s completely normal).
Overall I´d say the peerless are group-oriented, while the keys can be done by a sole person (although that only really makes sense with keys for Melisande and Travesty, since they hold pretty long and are easily attainable) and you´ll die a lot till you figure it out, but after figuring it out and if you have a good group, they are a ton of fun.