I think I change over the course of the game's lifetime.
Exploring, roleplaying, min-maxing, achievment-hunting, warmongerer and Sim City....not necessarily in that order. But I don't like myself falling into the same pattern every game, so I always try to have different goals with my games....with some degree of success. MP is a double edged sword, because I like it, but it's full min-max mode and quite stressful.