Depends on the game. If the devs version of a "harder" difficulty means the AI cheats then thats a no for me. For the total war series, on higher difficulty the A.I. gets a massive economic boost and adhears to non of its rules. A faction with a single settlement with a burned hut can produce and support multiple massive 20 stack armies.
If it is a difficulty that punishes hard for player mistakes or the AI is clever and makes me think. Then yes, bring on the tears, dark souls edition! XD