I really agree that it depends on what you make of the classes that are provided to you. Undergrad psych majors can tend to be very easy, or at least seem that way to people who have only taken a gen. psych class in undergrad. The important thing to remember is that if you want to make it challenging for yourself, you can. If the same class is offered by different teachers, ask around to see who the harder professor is, or for the professor people feel they learned the most from, and take that class. People are always willing to talk about the horrible experiences they had with "hard" professors, and this could work to your advantage. Also, if you are seriously considering a PhD over a PsyD in the future, then you must be interested in doing research. If you are not interested in research, then you should consider a PsyD, since they are more clinically oriented (not that PhDs aren't, but in terms of programs there is a difference).
So, if you do want a PhD then try and get involved in research while in undergrad. I did this by maxing out my independent study credits, which allowed me to learn what I wanted to with professors I found I learned the most from. Even once my semester with them was over, I continued to stay and work on their research until I graduated. If you work with the right people, research is hard.
As for friends and family who say what you are doing is too easy, or that you are taking the easy route, you just need to ignore them. I know this can be hard. However, if you turn around and start trying to find ways to tell them that what they are doing isn't hard either (for whatever reason) then you could end up damaging your relationship with those people. I think you just need to let it go, and prove to them that its not easy by putting a lot of work and studying, into what you are learning. The biggest key is to get involved. No, you may not have to take the MCATS to get into med school, or the test they use for law school, but you do have the GREs to look forward too, and most likely the Psych GREs if you intend on getting a PhD. Trust me, those aren't easy either.
Just remember; to each their own.