In most of the Bethesda type RPGs ("Fallout", "Elder Scrolls", etc), I like to play as an Anti-Hero type character akin to Clint Eastwood's "The Man With No Name" character.
So I'll do what's necessary for the greater good, but am pretty opportunistic when it comes to individual quests; some people I'll help...some I won't. Depends on what's in it for me.
In games with fairly binary Good/Evil mechanics ("Fable", Bioware Games, etc), I'll usually do one play-through as each, just to see if there's any difference.
But I rarely find the philosophical concepts well represented in video games.
Evil, to me, is being completely self-serving with no regard for others. Thus, it requires less effort in the short term but has greater long term consequences. Good, however, might require a little more work up front, but offers greater benefits down the road.
The only game that seemed to capture this well was "Jade Empire", where playing "The Way of the Closed Fist" is easier earlier on in the game, but has very noticeable consequences later.
As far as character type I can't play...
Thieves. Can't do thief or stealth-class characters. I simply don't have the patience for all that sneaking and waiting. Would much rather "run up and hit things" (as Yahtzee would say)!