In my opinion, listening is most difficult because you have no control over it. You can't control how fast somebody is speaking, if there is any noise in the backgroung (dogs barking etc), you can't control what structures are used and you can't SEE the words being used (and students often understand written words but don't understand when they hear them).
With speaking and writing - you use words and structres you know. You control it.
With reading - you control how fast you're reading. You can read one sentence again and again, check the meaning in a dictionary - you can see how the words are spelled.
Well, I realise you asked about speaking and writing only :) From my experience they are comparable - they both require production on student's part and can both cause many problems.
