Alwasy Normal/Medium, that's how the game was intended to be played. I had a brief fling with playing shooter campaigns on hard b/c they were getting kinda easy, but that was a big mistake on Killzone 2, which can be difficult in itself, and the last engagement was designed to be a hug endurance test. My girl decimated FEAR2 kinda nicely on hard, though.

After beating a game I might play around on Easy if there's trophies like beating a level without dying.