All the time. You go for the different endings of course but I also play different roles when I can. For example In TES games I'll often run through as if I'm one of the old D&D classes and restrict myself accordingly, eg only use blunt one handed when I am a cleric, only class that can use restoration magic. Only using cloth and dagger or staff when a mage etc. I also play the sidequests that are relevant e.g guilds or doing shrine/Daedra quests with the cleric...