I typically enjoy these type games on normal. That is because I believe when the developers try to build a gaming experience, their vision even, it is found strongest on normal.
So, I started off with Normal. After a short few thousand hours I started playing Veteran and eventually began to experiment with Elite. That is when I logged into the forums and starting asking questions. The forums got me interested in MP, so I decided to try and get really good at Elite and then try to join some MP games. Unfortunately, my work schedule changed and playing MP was not going to work for now.
Without MP in the future I stopped playing vanilla, because I really was not having much fun with Elite or even Veteran, for the most part. I felt so far outside the developer's vision that the tokens on the map could have represented anything from cavemen, to space ships. They sure did not represent WW2. The buffs/debuffs make the game to different. On Elite you have to use exploits to win and those exploits never felt like WW2, or any war of any time period for that matter.
Now I enjoy the mods I have seen mentioned in the forums and play them on normal. They are typically harder (but not hard) than normal vanilla, but feel much closer to a WW2 simulation than vanilla ever did.