Shooters I start on the harder levels, but everything else is normal/default

I usually start off with Normal. I'll play the other difficulties only for rewards such as achievements, costumes, etc.

Like on Brawl!

i beat allstar on all difficulties and also i beat classic on all difficulties.

If available, I usually start off with "hard". In Uncharted "hard" was just right to start with.

normal, and with shooters easy...i never play them and i suck at the controls

i play it on hard all the time, or the hardest setting possible.

i like to get punished but the sence of achievement is huge when i complete the game

I usually play the game on medium because replay value, for me, is playing the game a second time on hard.

Some games that I actually finished on hard the first time: Half Life 2 and the following episodes. Fire Emblem (GC)

I usually start on Easy until I get use to the game and then I switch it back to Normal.

Veteran

Normal then veteran.