I almost never use the higher difficulty settings. Now I understand the hunger for a challenge, but it's gotten to the point where players are just tormenting themselves for the sake of bragging rights and achievements, and I'm not really down with that. My view is that it's the developers' jobs to entertain me, not my job to jump through their many flaming hoops in perfect sequence.
What I really hate is when games don't have a smooth or logical progression of difficulty. King of Fighters XIII is a pretty good example; it's a pushover for 90% of the arcade mode, only to drop an insanely overpowered boss in your path at the end. I know, it's SNK, but they've had over twenty years to do a boss fight right, and they've only made them worse. Then there's Street Fighter X Tekken, which is ridiculously easy in the arcade mode but infuriating in the mission mode. Come on, for the sake of my sanity, find some middle ground here!
