It really depends on the play through, this mostly applies to more open world RPG's.
First time will always be a jack of all trades, usually male and as awesome looking as I can make them, and I just play through the game doing whatever and settling into the the things I like do.
Second play through will be similar the first but more dedicated to certain skills or aspects of the game, usually still a male character but race and appearance will be more in line with the play style I am going for, say making a wood elf on Oblivion for purely bow based character.
Third play through same as the second but focusing on another aspect of the game I want to focus on.
Fourth? Roleplay. Usually female characters just to mix it up and I set them up not to be focused on game play but to fit the the back story I want to portray, Oblivion as another example, making an Imperial female using nothing but heavy armour a good sword and restoration to become a Paladin of sorts only ever doing the righteous choices throughout.