Do you play master league over a number of seasons? What I found is, no matter how good your players are, the game will challenge you, but it is realistic and so the only time a stoke city will beat a manchester united is if they get the breaks and you (playing as a powerful team like man utd) have an off day. I find the only times I lose is when I don't read the situation in time, like if a team is sitting back and sucking me in, and i get chance after chance. Often i can turn the game if I realise wait, maybe i should let them attack a bit, and then proceed to coax them into the game a bit more. I love hittiing a team on the counter after I made them come out their defensive shell.
The changes Konami make, that you have mentions ('harder to find space' etc) are often not really changes at all. I've found that starting a new versin, it always seems different, but thats just cos the default AI still has to start showing variations. What is the most amazing this about Konami's PES is how the AI responds differently as you play match after match. Those stats you can view are not for nothing, and the way they hyped 'team vision' as a new additon to PES 2008 was laughable. Certainly PES 2008 had many improvements in fluidity, the ball physics, player responses and such, but the AI has ALWAYS been mint, since day 1. What does that tell you about updates?