I always play on what is considered normal/ medium (sometimes it's named something else like in kane and lynch, i think normal is prozac? or other some such.).
I never start a game on easy, unless it doesn't interest me at all and i'm demoing it.
I then, (if i can be bothered finish a game on the hardest setting). Ie, portal (with the bonus challenges), the entire half life series, fallout 3, resistance 1 and 2, Dark Messiah, Metal Gear Solid 2 (european extreme. give it a go. that's what i call being stealthy, no radar xD) to name a few i could actually be bothered to finish on Hard.