I'll give you a tip Belmontoya. In my experience I've found the first playthrough of games which had harder difficulties available too easy, or non engaging, sometimes I'd feign interest and not really concentrate, etc. but when I've played a game on its absolute hardest level I've understood why certain devices - whether they be combat, environmental, platforming, etc - were implemented into the game in the first place.
Prime example Castlevania OOE, Shanoa can stand on the scales in the monastery, this is irrelevant to most of us. Why is this important? When you go into certain rooms to get items or power ups, you know exactly why the developers put those scales there, given how hard normal enemies are at the start of a HMCL1 playthrough. (I've beaten that playthrough and started from scratch with no weapons or anything. I'm currently on Dracula and have done the same in Albus mode.) there are other areas in the game where the platforming is different and you need to be careful with how you move the character through the stage. Hell, even damage boosting becomes a no-no so you have to be vigilant.
Another example Skyward Sword. Yes I realise the Zelda cycle is in full effect but I don't care if some people give me hate. The benches in SS serve what purpose exactly? So useless right, wrong.. They serve a purpose in hero mode where damage is doubled and Link can't collect hearts in game. Benches (the few that there are) are the one place where you can restore hearts.
But then maybe it's just me, I played Sonic Generations through without buying any skills, I beat Bleach Soul Resurrecion as well as most (if not all) of the missions without having ever levelled up a character. I also did the ALBW Hero mode run, 3 hearts, no weapon upgrades, no tunics, no power ups, not even the shield. Sorry to seem cocky I will just take up the challenge whatever it may be.
I'm with you on altering the difficulty during play and I dislike that.