I played it on Casual the first time through. I'm working on Hardcore right now, whenever I get a chance to play.
I don't know if I'll have the patience for Insane or not.
There's nothing fun about dying 100 times a chapter. It's also lame how, as with most games like this on the higher difficulty settings, enemies bullets simply do more damage and nothing more.
Different, smarter tactics, plus more enemies to deal with each encounter would have been much better on higher difficulties, instead of the simple 'bullets do more damage' crap.