I just opt for normal first run through on everything, though when i first played KH2 I was told to play on proud mode as it wasn't much difference anyway. An HOUR I was stuck on Xaldin......

Other than that, when I first played Time Splitters 2 I started on easy becasue I couldn't get used to the controls, and I decided I hated it, I was bored one day though, played through it all on easy got the hang of it and was addicted to it for quite some time after that