If you want to grind this out, the method I used was to go ahead and do a playthrough, and focus your XP on Barney. He's the most well rounded, as you'll come to find out. Then I ran through the challenges, there's nothing to them but it's a fast way to gain XP. Now, to gain XP quickly I would do the challenge Target In Sight which is the 3rd choice under Chapter one. Stand your ground as it begins, use Barneys Colt to kill the guys who spawn on the overhead walkway, then switch to your Kimbers and march through, using cover and strafe wisely but keep moving forward to keep your combo going, and at some point, preferably on the group at the end, use your Signature Move, as it will give you 3k XP during this. I was getting through this in 40-45 seconds and getting 6000-9000+ XP. I had Barney fully leveled up before grinding this which made it easier.