My favorite way of playing was definitely Role-Playing. I had this all-logical no-emotion (now how fitting is that for an ISTJ? :P) Undead Warlock, who sought to bring unity to the Forsaken people. He was no evil, nor good. And not an emo! He existed to serve the people. I wrote numerous pages of background story and quests/happenings for my friends.
I even had a guild, and not just any guild but the largest (and the only for a few weeks) Forsaken-only guild on the server (Defias Brotherhood). Oh, how wonderful it was leading a guild with ~100 role-playing Undead characters.