My games are always played with custom-made worlds. The storyline is usually driven by me, but I always have several options for the PCs to make which lead them down different paths. I am not a rules stickler and am usually open about allowing PCs to do things that they might not otherwise be allowed to do.
I've played D&D for about five years and it is the RPG I am most familiar with. I am usually the GM and rarely am I a PC.