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I'll do what I always do. Play it through naturally on Heroic then play it through on Legendary trying to get achievements when they aren't to hard to do then go back on an easy difficulty and target the last few sp achievements.
Definitely Heroic first. I like to know the levels and what I'm up against before playing on Legendary, especially after I've heard how much harder this one is. I'm actually surprised at how many people are starting off on Normal.. I just couldn't do it..