Mostly Skyrim I play trying to stay truely stealth because I've never played TES games before.
CoD is more "I don't see anyone, why is that, best stay hushed for now.." and then it becomes like a lion chasing a gazel when I spot someone running the opposite way.
Fallout, if it isn't CQC and I'm in the Wastes there is no point to stealth so its an all out charge with the hammer. Unless its Quarry Junction, Dead Wind Cavern or the Promotory.....Stealth, lots and lots of stealth.

Since this seems to be talking more about RPG's..

- In both single player and MMO I tend to prefer magic or ranged classes.

- In Skyrim, I liked playing a mage but unfortunately it was too annoying trying to play the type of mage I wanted (due to non implementation of previous mage skills) to I stuck with a Rogue or Assassin type player after I tried damn near a dozen others.

- In MMO's, it really depends on the game mechanics as to what I'll play. Some games promote more solo play, in which case, I'll usually go for ranged magic DPS, possibly AOE or trap/curse favouring. In ones which are more party-oriented, I'll go with healer or support/support semi-DPS so I'm not too limited in my role.

- Even though I'll play melee characters if I can slightly tolerate it, they're almost always never amongst my top preferences.

Safer, more control (detect threats before they detect you, decide when and how the encounter will happen, etc)

Probably.

I guess it depends on the game.

FPS - For the longest time I would always be very agressive but, now I'm usually defensive and careful. I do move around a lot, but I always slow down in corridors or anywhere I'm expecting company.

MMOs - Mostly dps (stealthed or ranged.) Played WoW for five years as a Spriest, now playing TOR as an Operative and ejoy(ed) both. I think part of it is I like playing classes that can solo well.

Action/Adventure/Online RPGs - I usually go some sort of melee in games like Phantasy Star Online, Skyrim, Dragon Age. Part of this probably goes back to soloing and just using cool looking melee weapons.

Have you played Donkey Kong yet? That is something I need to see.

It's over on the first level because I find the hidden assault rifle and just shoot Donkey Kong.

Depends on the game, really. Although I tend to prefer ranged/sneaky/kill it with fire types. Basically, so long as I get the first hit (or two, or three, or four) in a fight, I'm happy. My primary character in LotRO is a Hunter (ranged DPS), and in the TES games I've always done a spellsword character--sneaky magic, knife in the dark types--or ranged DPS again.

I'm not a very confrontational person IRL, so I guess being a sneaky, ranged style character in games just suits me best. Being a magic-based character is an extra perk. I feel like I'm not killing my enemies efficiently enough if I'm not also setting them on fire.

I've been playing TF2 a lot lately, and there I've found I actually do fairly well as traditional "tank" classes like the Heavy. I still prefer something a little more flexible/defensive-based, though, like Engineer or Soldier. But with that game I usually find myself switching up what character I pick depending on the map, game mode, and what the other players on my team do. Maybe I'd like to be Sniper or something, but if I'm on a team with no Engineers on Capture the Flag, you bet I'm going to be an Engineer instead. Not getting team-wiped trumps personal class preference for me in that game.

I've tried plenty of multiplayer, and no.

I don't normally play multiplayer, but in singleplayer games I usually pick a steath character or a mage character. The typical run-n-gun or macho warrior class isn't that interesting to me.