I always go for the game's default difficulty level. Normal/Medium it is.
Some games I really enjoy, like Uncharted 2, I will replay the game on a higher difficulty level (Crushing).
But more often than not, I don't have the time to replay through a game multiple times, or if I do, it's to enjoy the story again in a faster fashion where I don't go through all the "find everything" process again. So I don't crank the difficulty higher than on my first run.







