I've almost never 100% self-inserted myself, unless theirs like a moral choice system in the game, then I'm always a goodie two shoes. I never try to recreate my physical appearance, sometimes I even play opposite gender if the option presents itself, personality can differ just nothing evil. Last game where I completely self-inserted myself into was Persona 4, but that was because that game had good writing to actually engage me into the world and the characters.
What I do find fun is cos-playing in RPGs. Going into a game as Dante from DMC personality, appearance, and all, is literally more fun then anything I would ever hope to do.