I thought about this when I was playing Super Star Wars earlier. NES didn't have many difficulty options, but lots of great SNES games do. I play most of them on easy. Once I can beat it pretty easily there, I move up to the middle setting. From there, I rarely get too far into the game, but have beaten a handful. In addition to the star wars series, some others that come to mind are sunset riders, knights of the round, final fights, and lion king. And most fit into the category, for me, that its too easy on easy and too difficult on the normal setting to be able to beat it without putting in a lot of time/work. I have kind of always assumed I am one of few who plays on easy, but maybe I am wrong.
Strangley, for me, its only platformers as I don't alter settings on sports, racing, or head to head fighters like street fighter and mortal combat.