The first time I play a level I stick to 3.5 or 4.0 just so I can see the plot without interuption. After that I gradually raise the difficult by 1.0 at a time, but I haven't finished anything on 9.0 yet XD
On the first play though I did 6, mostly, aside from the first few levels where I was getting used to both the controls and how far the difficulty settings change things up. Now I pretty much only do 9.0 unless I'm farming weapons without attributes for fusion.
I usally do 7.5 to 9.0. Now that reminds of when my game glitched. I did a level on 9.0 and as soon as I walked out the door Pit yelled,"I'm finished!" And it said I died. That was a COLLOSIAL FAIL FOR ME! :P