LogFAQs > #972622147

I don't recommend either FC or SC on a higher difficulty, because the games weren't balanced with them in mind and it shows (they were added in later in patches). It's POSSIBLE to beat them first time through on higher difficulties, but there are several sections which will be an exercise in frustration.

I do recommend playing 3rd on Hard if you want a harder experience though because it is better balanced. The later games also are fine to play on higher difficulties (in fact I think anything less than Hard for Crossbell and Cold Steel does the games a disservice and think Nightmare should be the default for anyone experienced with RPGs).