My preference is normal-hard, but not nightmare difficulties. Call me egoistic, but I prefer to think of myself as average to above average as a gamer. I'll always hit 'normal' mode first so that I play games at what the developer considers an appropriate level of challenge.

I figure if it seems too tough, I need to toughen up and study the game more and adapt because that keeps my hand in, and keeps me learning in order to master 'normal' gameplay.

Easy mode or cheats feel like exactly that, being spoonfed - though I'm not above giving up on something frustrating and reaching for a walkthrough if I've tried repeatedly and failed.

If normal mode becomes a cakewalk, that's when I'll ramp it up to 'hard' to keep flow going. Not afraid to back down and wuss out if hard turns into a nightmare though. Don't like dying repeatedly or slamming my head day in day out on a brick wall. I need to feel like I've achieved something every daily gaming session (which can be 1-4+ hours depending on time available.)

The one exception is if I have a goal in mind, say, get to level X, then I'm on grind mode and looking for maximum numbers for minimum effort. I rarely sustain it for long, couple hours, a day or week tops, then it gets mind-numbingly boring and I look for story/immersion/challenge.