Yes, we haven't been overburdened with expectations this year ubtil recently, so it's different.
When we were in the Playoffs semi-final, I think we were the underdogs in both matches, certainly the Oxford one, where they finished a stupid amount of points ahead of us. The other was a derby against Torquay, so thankfully neither were typical conference fare of the type you describe. Lost the home-legs of both, went behind away in both, overcame the 2-goal deficit to win both. Got to say twas fun, not often I'll say that about the division.
Don't think either Wembley trip was fun exactly, one was devastating, the other joy, of course, but nerve-wracking and just an immense relief.