In regards to elitefts, I would say the super heavy duty sleeves are more akin to wraps, whereas the heavy duty are more just knee sleeves. Really, all the SHD ones are is two HD knee sleeves sewn together, but the impact is pretty crazy. They are also tough to get on and off, especially if you work up a sweat while training.
I only wrap my knees for one set, and that seems to be the easiest way to minimize difficulty in my experience.