Always the easiest (unless it’s one of those modes that removes some of the gameplay completely. Then the second easiest).
I play games to have fun, be distracted, or be immersed in a story. The constant threat of death or failure works counter-productive to that, for me. And I don’t really get that feeling of satisfaction and accomplishment that other people seems to get from beating a game on higher difficulties, so there’s not really anything in it for me…
Of course, if I get really good at a game, I might try the higher difficulties, just to try something new.