Hmm depends on the game partially, but typically my first play-through is as I would decide, which usually leans toward the "good" but could also be chaotic good - so makes good moral decisions but don't really obey the laws or rules. Most games earn a second or third play-through though, on the second I usually do a chaotic evil style - you really don't get to see the whole of the game if you don't go total yin-yang in at least two plays, it makes you see some very interesting different options. My first character if it can be physically similar to myself I try to get a similar appearance, unless I can be something unusual and awesome like a khajiit. A couple of games that I do roleplay in: Mass Effect 1, 2, 3, Dragon Age Origins, Dragon Age 2, Skyrim.
My Skyrim play-through is kind of all over the place though, considering the khajiit are supposed to be a sneaky etc race - heavy armor, two-hand sword, stormcloak, werewolf (though i temporarily swapped to lord vampire.. achievements and stuff ), dragonborn, thieves guild master, dark brotherhood leader (listener), archmage, mother, wife, homeowner (3 manors), dragonkiller, daedric worshipper, thane (multiple), rich, explorer and more, I didn't really stick to one type there since I wasn't intending to do more play-throughs (it's bigger and less linear than most RPGs). It annoyed me that both khajiit and wood elf can't be married to their own species though, so I married an annoying dark elf that I now regret xD. However with World of Warcraft I never roleplayed, I found it more like a scenario of walking around the real world but with an avatar of sorts, so I'd feel weird roleplaying in it.