Well, it's simply a case of YMMV.
If you want to get through the game as quickly and easily as possible then Quick is the right setting. For some players that's the most fun.
For some players Marathon is the way to go with lots of time to develop and lots of time to Do Stuff. Yes, it takes a lot of food, tools, guns, and horses, but you have plenty of time to get them.
Personally, Epic is about right for me, or Normal if I want a quick game. I have played once or twice at Quick and the game seems to be over before I really get into it. It also felt really weird to need only 37 guns when I'm expecting to need 75, and I keep popping out new colonists accidentally.
So play the settings that are fun for you!
[BTW, I think the frequency of tax increases is scaled to the game length, so increases come closer together on Quick than on Normal, etc.]