I really like Mining the Depths stage, the enemies are different to Urban Chaos. It is because they are both 'zombie' stages and the other stages are all the new Javo or things that can shoot as well. I much prefer zombie stages .
Anyway on Mining the Depths you get the screamer guy (hannibal lectur) as you say, you also get zombies with dynamite sticks, and if you get a 70 combo you will get the weird yellow dog-fish boss, then more screamers. Where as Urban Chaos is the fat guy boss,lots of bloodshot and more armoured guys.
Catacoombs is a good one, you get all the skeleton type zombies, a fat boss, plus the titty monster, really good variety of baddies.
Steel beast is the charger headghog looking bosses, plus loads of sniper and rocket launcher dudes, and javo's with knifes, exploding maggot ones, and the giant chicken leg pouncer things (lol dont know the official names)
So i think each stage is a good different feel. My favourites are Urban Chaos and Mining the depths but i still think theiyr very different. You also have to be a lot quicker on mining the depths and get loads of +5s, where as urban chaos you can take time collecting stuff at the start and theres a lot more time.
Best score 1140000 !