i always roleplay a particular class or build, and give myself limits as far as what that char
would do, for example - my current char is an orc pilgrim - blunt, block, armorer, heavy armour, security, speechcraft, and mercantile - and as such he's more of a towny than a wilderness dude, and he's into lore and history and stuff like that, so he reads books and makes journeys based on places of interest.
He visited the arena recently and, even though he's nifty in a fight, with high strength and endurance, actually fighting in the arena was not something that fit in with his character, so instead he placed a bet, and watched a match, and even then, decided it was too bloodthirsty for him.
This goes for quests too, I only accept quests that are likely for that particular char. And i tend to stick to my main skills, so the orc uses no alchemy and no spells except scrolls (he's a reader) and his racial and birthsign powers - again an rp choice - The Ritual (he's into faith and religion).
A certain amount of stat planning is required to be an effective character of course, but i like to balance it with rp decisions.
obviously rp is not for everyone, but i find this kind of approach really makes the game interesting to play, rather than running around doing absolutely everything and rushing through quests with fast travel etc, which i get bored with easily.
also i play permadeath, which adds an intensity to the whole experience, and forces you to take care every step of the way, but again, this is not for everyone.