I'll play it on normal to get a feel for it... After the first level I'll almost always switch over to a more difficult setting. Unless I get stuck a few levels later and then I'll switch it back down to normal. I always laugh at games that give you access to the Easy setting if you've died a certain amount of times... Like Devil May Cry. If you fail two or three times it'll say "You have unlocked easy mode"... what an achievement.