The way I play these games is to pick my character before hand, and then make goals for what I want that character to do by the end...
For instance my latest character that I am playing now in Skyrim is a pirate. His personality is that he is charismatic, but lives only for gaining treasure. He duel wields Scimitars and focuses on speed, so light armour. He also conjours a pet (Polly the flame atronach at the mo.) So I am working on One-Handed, Conjuration, Speechcraft, Lockpicking, Light Armour and Smithing (So I can upgrade my armours.)
I then looked at the ultimate gear I could get for this set up for my character, and then work my way to it. So I have Dragon Born and want to get the Deathbrand set, so I am working through missions that will get me to the correct level and set up for that... He also uses his rebellious nature to join the Stormcloaks, his quest for riches and glory made him join the companions, and all his decisions are based on getting the most treasure/wealth... even if it involves taking the evil option (However he will get revenge on the evil as soon as he has been paid!) He also has an unhealthy obsession with hating other rival pirates, and does any quest relating to killing pirates or raiding ships!