I want CRPG to be challenging, but I usually play in the default difficulty if increased difficulty is due to HP bloat. But I don't have problems with the AI having unlimited resources in strategy games, so for TBS games I usually choose the highest difficulty.
Unlimited resources for the AI is something I abhor because it invalidates certain strategies.
In a multiplayer match, the thing you'd be going for is to raid your enemy's economy so he can invest less resources into his army. It's a commonly used and very effective strategy. Most RTS games live off it - raiding the enemy eco to prevent him from building large armies.
But when the AI gets unlimited resources, raiding their eco does nothing. You'll still have to fight full army stacks, no matter how much damage you do to their resource gathering potential, because they get free resources and you can't touch that free resource income in any way.
Usually it turns into an impossible war of attrition in the late game, when the enemy can spawn armies out of nowhere while you don't have any gold left and can't even hope to compete anymore.
AI that gets cheaty resources in strategy game is the worst. It inevitably turns the game into a grind. You just wiped out the enemy army? Don't worry, they have infinite gold to raise another one while you can barely recuperate your losses! Have fun!