I'm a cinematic style gamer, so I prefer running my games to be fast-paced and often player driven. After all, what's the fun in playing a character unless you can shake the proverbial heavens. Then again, when it's appropriate I like it when things happen *to* the players, I've once played in a great Vampire game that was exactly like that. Basically, my character just wanted to be left alone when the city was going through an undead high-stakes voter campaign. Needless to say my isolationalism did not last long.
I usually play in weekly games with a group and when I run I run in "arcs" which last anywhere from 6-10 sessions long, that way we get to really feel out our characters, but can drop the game within a reasonable amount of time. My favorite RPGs are the ones I tend to play, but I've had great times playing Deadlands and D&D (Ptolus or Arcana Evolved specifically).