I remember early attempts to play Warhammer 40k never really being that fun because it always amounted to 'line up and shoot until dead', because the people I was playing with, nor myself, paid attention to the scenarios and stuff in the rulebook, and I regret that thoroughly.
I think that sort of relied on both Victory Points (who was left etc) and objective-based victory conditions, for different scenarios at least; so I guess both can be done in one game.
Less complicated games let me play as a silver top hat, though.