So, I'm up to the final 5 now (Nightmare 26 to 30). Haven't looked at 26 yet though. So far, only two levels have managed to keep me stuck for a
very long time - Ultra-Violence 24 and Nightmare 24. (What is it with level 24's getting me?

) But nonetheless, still excellent levels!
EDIT: Up to Nightmare 28 now (again, haven't looked at it yet). 26 and 27 were quite on the easy side IMO, though it's possible I backrouted them (especially the latter, where I had one climber left over).
EDIT: 29 now. My solution to Nightmare 28 can only be described as "probably one of the most major backroutes in Lemmings history".

It wouldn't work as-is in Lemmini, but could probably be easily adapted to work there. 29 has me stumped, at least for now though; although it's not that I've run out of ideas, but more that there's so many to try that it'll take forever to work out which is the correct one.
EDIT: And level 29 is solved! Just one level to go now... haven't looked at it yet.
EDIT: Okay, I've seen, and played around with a bit, the final level (haven't solved it yet). Very final-level-feeling! And I sure as hell am glad this one doesn't have a time limit, because it doesn't look like the kind of level you'd want to be under pressure on.