Well, while playing Uncharted 2, I found sneaking up and assassinating a whole group of enemies on the hardest difficulty, then standing over their bodies is far more gratifying (and easier, trust me) than going in and blowing shit up.
I always try to find a right balance. Like in Oblivion, I put all my experience inro strength and stealth. stealth to, well, sneak and assassinate. Strength to beat the crap out of everyone if the shit hit the fan. Sure, I got hurt a lot, but thanks to strength I can carry many potions.
Granted since I downloaded a mod that adds spells that makes enemies
explode, with limbs flying everywhere and when your sword fighting you have a chance to cut their heads off with a sword, ending the battle in a gyser of blood. And if its a hammer it smashed their skull. Man its fun

Since then I started doing more "run in and kill" tactics. And no I'm not psychotic.
Oh, and the mod is called "Deadly Reflex" for those who are interested.