All stages in Challenge mode reward you for beating them.
However, Challenge mode is singleplayer only.
I've heard they can be up to 4-man co op. I'll look for a link.
EDIT: http://videogamewriters.com/brink-interview-decreasing-learning-curve-and-increasing-fun-5848
"In addition to the tutorials leveling players up, Brink will also include other ways to develop players by offering tangible incentives in return. “We’ve also got these four challenge maps which is partly how you practice your skills, you can play them up to
four-player co-op as well, so you can practice skills with your friends"
Also note that playing the tutorial gives you XP.