Easy isn't fun for me. I try things hard and if it's too hard I make it a bit easier. I've played most of DA:O on Hard (by most I mean I got a long ways in before boredom set in/I got new games), I beat BioShock 2 on Hard first time around, I beat MW2 on Veteran 2nd time through, I just beat BF:BC2 on Hard first time through, oh and Darksider's on Apocalypse first go. On the other hand, God of War 3 on hard (Titan?) beat me to a pulp and I had a good time with it on normal.
I suppose I do it for the challenge, for the bragging rights, and if available, for the acheivements (no hardmode trophy in BF:BC2 =/).
I really hate cruising through a game it's pointless to me. I want challenges and I want to feel like I really needed to put my skill to the test. If it's really too hard, I can accept that and tone it down but I like starting on Hard to see what the game has to offer.