A danger room is a really great idea. That's a great, no-long-term-consequence way to get a feel for what can break a game and what can't. Or at least, won't this time.
I ran an almost plot-free "Bank robbery, followed by raid on STAR-Labs ripoff place" game. The bank robbery just had mooks with guns, and it showed me that if I want to challenge the players, I need a) to remember how far ahead someone with Super-Speed or Super-Dex or Super-Initiative or whatever goes, relatively speaking, especially if said character has a fast movement rate or a long-distance attack, too, and b) hostages or environmental factors make a "five PL1 guys with guns versus PL10 heroes" encounter a lot more interesting. If the bad guys just attack, they do no damage, and then they get whalloped. If they take hostages or throw a grenade that takes out a support strut or something, that makes people use skills beyond "Inflict Whoopass" -- the super-strong person gets to hold up the ceiling, the Martian Manhunter guy gets to phase through the floor to sneak up on the hostage-taker, etc. The fights are so much faster, for the most part, that I had to come up with more interesting stuff than "And this guy hits for a lot of damage."
In the big fight, I realized, counterintuitively, that Amazing Save

amage will feel better to players than Protection. Protection is an all or nothing, and players seem to feel cooler when their AS

+10 guy is able to ignore gunshot wounds because his not-at-all-trademark-infringing Mutant Healing Factor absorbs the damage (a reasonable flavor-text for AS

, along with Regeneration) than they do when their Protection +10 guy simply blinks in confusion as the bad guy bounces bullets off their chest. When the damage gets higher, my Protection-players started complaining, while the AS

people seemed just fine -- even though the net result for high damage is the same, the fact that the AS

people are getting a big bonus on their roll, while the Protection people get no bonus on a much EASIER roll, made the AS

people happier most of the time. (Um, until I foolishly pointed that out.) Beyond that, I realized that good guys (or bad guys) with Energy Field, Quills, or other "Ability automatically triggered by an attack upon me" powers should really be watched carefully. They can easily take the fun out of the game, and are better as an occasional complication than they are as the norm.
If you have a speedster in the group, be careful. They can easily break the game, and if you try to counteract them, you can easily kill them while trying to merely bring them back to "as good as anyone else" level. (Here's how it happens. They have an ungodly Defense and almost always take Evasion, so they have an ungodly Damage save as well. When they add Mach-One Punch, they do almost as much damage as a Brick, are much harder to hit than the brick, and take damage as a result of those hits only about as often as the Brick -- which works out in their favor. As gamemaster, you see this and say, "Hm, I should make sure that the brick is happy and that the speedster doesn't ruin the game, so I'll use an area-effect stun attack." Then the speedster loses his Dodge bonus, which means he can't use Evasion and becomes absurdly easy to hit, which means that he goes from "Harder to take out of the fight than the Brick" to "Easiest person in the group to take out of a fight", and because he's the speedster, he's usually zipped up to the front of the line and is standing in front of the towering inferno of doom when this happens. And then you hit him and he's in medbay for the next three sessions. I don't have a great solution for this, beyond making it clear to speedster-players that area-effect damage and stun effects will be part of the game, so they should either tone down their speed to get other defenses or be willing to accept the disabled state their character will find himself in as soon as he gets stunned while standing in front of Puncho the Punchmastering Puncher.)
Hope that was semicoherent and possibly helpful.
