Getting out and about, especially on your own with four children. I guess it depends on their age, but mine are 6, 5, 3 and 1. Whether by car or bike/scooter and carrying. All their paraphernalia...
You end up having a buggy for years!
The oldest three tend to form a little gang and they can be hard to discipline because they side with each other, ignoring you when you are trying to tell them to stop whatever they are doing etc. that bit drives me nuts.
It's hard, ESP during holidays, when you go out and about with them. I've been to a museum with a craft class today, helping them all properly was very difficult, while other parents could be more helpful to the one or two children they were with.
The nice bits, when they all play together, help each other, encourage each other, are lovely and help balance the hard bits: they just don't happen often enou!