Or the main quests like Morrowind/Oblivion where we really weren't forced into a role that dictated our entire backstory(Example being, you can't exactly not do the main quest... everyone's still waiting for you to talk to the greybeards or what have you.)
I always thought a good idea would have been, show some other main hero NPC as the main pivotal hero of the game and every so often "gametime" you can choose to join him/her on it. If you don't, no big loss. . . he/she'll do it and be the victor while you're the leader of a thieves guild if that's what you spent your time doing.