Easy is too easy, hard is too frustrating, so I go Normal, or medium. It's usually how the developers meant the game to be played and that's good enough for me (unless the game is designed to be stupid hard). I think the only game I've beaten on all difficulties was Halo because of that little ranking they give you.
I wasted a lot of time on WoW, missed out on a lot of good games. Can't be wasting even more time on harder difficulties and multiple run throughs. Ironically I'm almost done with the two Warcraft III games... which are pretty damn good. Curse you Blizzard!!!