I always role play in RPG's, and that's part of the reason why I've never actually finished an RPG (I have too many characters.)
The character I usually end up with in most RPG's is a rogue female. In Skyrim, when it still worked on my PC , I went with a wood elf Nightblade, what her class would be with Oblivion's class system. She's very much an anti-hero, willing to do the right thing if it benefits her. She prefers persuasion over intimidation. She is predatory, preferring to watch her marks unseen from a distance, picking them off one by one with either her marksmanship or manipulating them with Illusion spells.
I tend to try and roleplay my written characters in RPGs whenever possible.
Building the game's character to resemble them as best I can, and making sure their actions and decisions are in tune with that particular character. Weapons, armour, companions, housing, the lot.
This has become more difficult for me recently though. Not just because most character creators don't offer enough freedom, or are unwieldy, but because I'm not seeing that many blank-slate style RPGs around. Most RPGs are trying to go for a more structured and directed style, offering the player less freedom in favour of an experience the devs can more easily construct and control. When they give the character a voice (and no additional voice options) it kind of falls flat for me as well.
I like having as much freedom as possible over my character and while I like being able to make choices in a game that's a little more directed and contained, if you're calling yourself an RPG, don't slap me with a name I don't want, with a voice I can't stand, in a role that offers no flexibility. Customisation and player freedom are the key to an enjoyable RPG for me. There are plenty of games that already make the choices for me, I don't need my RPGs to do the same.
I enjoy JRPGs because I'm following someone else's characters, because that's what I want from those experiences. (Even if I wouldn't mind being able to create my own every now and then) Western RPGs have typically always offered larger, more expansive worlds and more player freedom over character identity and appearance. When you take that freedom away, it just kills it.
One of the reasons I can't seem to get into Mass Effect and absolutely despised Dragon Age 2 was because you are stuck being a particular character, rather than you're own. Sure you can decide to be the whitiest knight in all the land, or the biggest prick, but dancing between shades of grey is difficult because there's this obsession with labelling morality as opposed to letting it be defined by the player.
When I play Monster Hunter Freedom unite I roleplay. My charakter Kelan is a stupid jerk. He is a loner, because I hunt all the Monsters alone. I gave him a history. When I take a quest I think about it, from where it is, or why Kelan kill the Monster.
In my first playthough I always play me, what I would do according to my morals, not what would make everything easier. On my second playthrough I play the other way, often a female (opposite gender for hidden dialogue) with a 100% friendly stance. On my third playthrough I play completely evil and (if the game allows) slaughter every village and city I encounter... often with a two-handed sword.
More or less, yeah. In Fallout 3/New Vegas I tend to make the most pragmatic or profitable choices regardless of the morality or whatever since... Pragmatism keeps you alive in the Fallout world whereas in games like Skyrim I tend to make choices that will benefit The Empire in the long-run. For instance, killing off all of the Dark Brotherhood so they can't be a problem later. It varies depending on the game and the character I'm playing, really.