Also, the mentioned Uber or Ultra Hard difficulty settings when i feel like taking it up a notch. In most First Person Shooter games and their respective campaigns, I like playing on the harder difficulty settings since I find that the base or normal difficulty in most of these games to be a little too forgiving.
Then there are some games that has to be played on their Hard difficulty settings because the supposed normal difficulty settings make the game non-existent. A good example is Aliens: Colonial Marines. On regular difficulty or below, this game is so easy that you are better off watching the Aliens movie as a challenge (and to an extent, the Aliens movie is still a far more enjoyable experience), but on Hardened and especially on Ultimate Badass Difficulty, the game actually exists.
As far as I'm concerned, I like playing on what i like to call the "baseline Hard" difficulty settings. Baseline Hard is the term I use to refer to the hard difficulty settings that's available by default, as these are proven to be playtested and balanced, such as Ultra-violence (Baseline Hard) on Doom. Playing on the baselind hard settings helps me be prepared to play the Uber/Expert/Ultra Nightmare difficulty settings.
As seen in the screenshot i provided, I like playing Wolfenstein: The New Order on "I am Death Incarnate" setting as a casual playthrough since anything below that setting makes the game a little too easy to the point that the supposed immersion factor is kinda lost. You don't feel the game.