I'll play on the easiest available difficulty most of the time anyway. And if that's still too much effort, I'll cheat.
Why? Well, couple of reasons.
First of all, I play video games to relax, as other people would read a book or watch a movie. And as much as those people wouldn't read the book upside down or watch a move with a pillowcase on their head for fun, I won't do anything to make enjoying my relaxing after-work-/weekend-activity harder for myself.
Second, I don't take pride in "being good at playing video games". I just can't be arsed to brag with any kind of gamerscores, rankings or whatever, not to others and not to myself.
Third, ever so often you got a tool, weapon or ability that's the most pragmatic one to use, and one that's the most fun to use or nice to look at. Lower difficulty allows for a higher variation of those.
Exceptions are when lower difficulty settings exclude you from some of the game's content (Monkey Island 2) or if the difficulty setting makes no difference at all (Deus Ex: Human Revolution, provided you go for a ghost run).
That said, I get why many people like to be challenged and find a higher difficulty setting more immersive or exciting. That's just not me.