In RPGs, I will inevitably:
Play Defensive. Go for high physical/magical defense when applicable/possible, unless the character is meant to be the powerhouse, where then the attack property will be buffed as much as possible. Also: healing magic. When possible, have at least two or three characters who can heal and/or buff.
Hoard items. Elixirs and other strong-healing items I will not use unless I positively have to, and will save them for the final boss of the game. Ditto for any item that restores magic power/points.
Also, healing items in inventory must be kept or balanced in multiples of five. If I have, say, 23 Antidotes when I enter an item shop, I will buy 2 more just to round it to 25. If it goes to 26 after a dungeon, I will buy 4 more for 30, etc.
Light me up. If there’s a character who is/has an alignment with Holy or Light, they become my insta-favorite. Roxis in Mana Khemia for the PS2, for a recent example. That and he fought with cards, which is a favorite thing of mine in games, too. Yes, I will play a Paladin or Paladin-esque character as a favorite as well, which ties into the whole defensive thing.
Same for anything with a lion/cat-related thing going for them.
…and yes, my Paladin will be gay and neutral-good, and you will like it. 
Yes big Brother, I know it goes against the rules, but since I’m sure the diety will look more at the character’s heart and reasons for doing what he did. No, I will not cut off that peasant’s hand for stealing bread so he could feed his family today. Yes, I know it’s the law. No, my character actually has a heart and can think for himself.
Et cetera, et cetera, argue argue. XD
Also, character will be an anthro-lion when possible. If not possible, find loophole, or at least work a lion into there somewhere. I have a theme in life and I’m sticking to it. 
Edit: And never use a walkthrough/strategy guide for the first playthrough of a game. Also, never change characters’ names the first time through.