I usually go for the normal mode if it's my first playthrough.

If its a totally new kind of game I've never played before, I'll set it on easiest and play it for a few hours. Once I feel like I understand it, I will start over on normal mode.

I have to set my NHL games on hardest mode, or there is no challenge.

On FF, I will always crank the battle speed to fastest on active. It makes it a bit more challenging and a lot more exciting