I always put my games on the most difficult setting. However, this isn't really an acceptable solution because very hard mode usually makes enemies take thousands of points of damage while you get killed by anything and everything. This leads to me modding my games to get the proper realism. In real life, if you get shot, you're going to take some serious damage. I like that realism in my games. I want to be able to kill my enemies in one or two shots, but I also like to get killed in one or two shots. This keeps me on my toes using cover and strategy to play through stuff, and makes it infinitely more fun.