I'm not a particularly skilled player, so I do like having difficulty options of some form. I have also improved considerably and am working on continuing to get better. The only way I can do that is if game difficulty stays just a little above my current level. Enough to challenge, but not to give up in frustration.
One of my pet annoyances in games is when I die a few times and start getting messages reminding me I can turn down the difficulty level. The game seems to be mocking me. You aren't good enough to be here, why not just switch to easy mode, you loser? The occasional tip I could probably handle, but once I know the option's there I see no need to hammer the point. Unless someone out there in game-developer-land really enjoys teasing people like me, which is valid I suppose.