Agent-based computing is a promising approach for developing applications in complex domains. However, despite the great deal of research in the area, a number of challenges still need to be faced (i) to make agent-based computing a widely accepted paradigm in software engineering practice, and (ii) to turn agent-oriented software abstractions into practical tools for facing the complexity of modern application areas. In this paper, after a short introduction to the key concepts of agent-based computing (as they pertain to software engineering), we characterise the emerging key issues in multiagent systems (MASs) engineering. In particular, we show that such issues can be analysed in terms of three different "scales of observation", i.e., in analogy with the scales of observation of physical phenomena, in terms of micro, macro, and meso scales. Based on this characterisation, we discuss, for each scale of observation, what are the peculiar engineering issues arising, the key research challenges to be solved, and the most promising research directions to be explored in the future.