I always try to play a sneaky bastard, even in games that have shitty stealth systems. I rather like the utility of the rogue-type class. Highly mobile, can be very damaging in close combat, not as squishy as the wizard, capable of longer range fighting and can specialize in it if they want. Essentially, a rogue can do most of what any other class can do if kitted and crafted properly. In the least, this is true outside of MMOs.
Also, I tend towards pragmatism now in games. If doing the "bad" thing is significantly easier, I'll probably do it. I don't do evil for shits and giggles usually, but I try to do what makes sense given my goal.
Finally, there are self imposed challenges. In CoD 4, my favorite gun was the M-14. I got so good at a 2 shot combo of one to the body one to the head. Anyone could rack up a good score with an M-16 and a grenade launcher, but it takes skill and a fast trigger finger to do well in those extremely close range maps that CoD loves with a semi-auto rifle.