I had a hard time on Normal in Dragon Age: Origins when I fought my first Reverend. At first it caught me by suprise with him being at the gates in Redcliff Castle. I tried many times and attempted different stratigies, but to no avail. My stubborness allowed me to press on for at least 15 more tries until I finally said "Screw it!" I then adjusted the difficulty, killed the Reverend, then adjusted the difficulty back to normal.
I made it a note to adjust my party's stats better and try a different approuch to my own leveling.
My brother met with a similar issues when fighting the Reavers from the Adraste's Ashes quest. He was a mage at the time. He constantly got taken out over and over. However, instead of changing the difficulty he resorted to a very tedious micro-managment stratagy, not letting the computer AI "help" in the fight. He got through it after about an hour or so.
Overall, I'll change the difficulty to a lower setting if I'm not enjoying the game. And then there are other times, like Valkyia Chronicles, where I'll step it up a notch.