I very seldom do this, I tend to play on normal, and then on really brilliant games I up the ante on subsequent playthroughs.
One exception was Dragon Age: Origins, which was just too fucking annoying otherwise due to its own bad design. I just wanted to see what happened next (not much) and the very first hordes of orcs (or darkspawn or whatever) were an insurmountable obstacle because the interface was so awful (I played it on Xbox).
Otherwise, when a game is hard on normal, it's probably supposed to be, and it doesn't feel right to lower the difficulty. I wouldn't feel any satisfaction in beating it.
In some cases, lower difficulty even breaks immersion. In the third Monkey Island game, there was an "easy" option. Actually, the harder version was the real one, since they just cut down on puzzles for the easy one, creating clear plot holes. For example, there's a hotel in which there's a haunted room. The hotel owner clearly states that because of the weirdness within, he's closed off the room for everyone. Cue a puzzle for breaking in. But in the easy version, the door's wide open.
No, easy is always a very last resort, and in all honesty, Dragon Age didn't deserve me making an exception. It was very mediocre, it wasn't worth it.