I always start on Adept but as I get stronger I'll bump up the difficulty. Still too chicken to try Legendary.

When Skyrim released and for the first few months, I only played on Adept. On a whim for something new with Dragon fights, I turned it up to Master. I have not played on anything else since.

I set it on character creation and it never moves from that.

On all TES (and Fallout 3/NV even) I start out at the easiest difficulty. Instead of increasing the difficulty over time, I just find that "sweet spot" when I am at a decent level since difficulty usually is a bit wonky sometimes

Currently on Adept on my current playthrough.