If I'm playing for the gameplay, mechanics, etc then usually hard. Assuming easy, normal, hard, very hard as a sort of default, hard is usually a nice balance of difficulty, normal is usually too easy and very hard and above is usually just stupidly frustrating. If I'm playing a game for narrative or immersion I just go onto normal, I find dieing in narrative based games can really take me out of it. so I'm willing to sacrifice challenge to enhance that.