I usually am not a fan of 'challenge' runs in games. Generally they involve removing a lot of the core game-play elements and I just don't find it fun anymore. Though I will often place parameters on play-thoughs, like 'don't use x', to get me away from my usual play-style and start mixing it up.

Though there was this one time I accepted the challenge to beat the game without eating or sleeping. (I had to argue vigorously for the ability to take bathroom breaks.)