I tend to be neutral, nobody knows whose side Im on. I always go in solitude. Sometimes, I may catch a burgular, next time Ill be robbing a bank. I kinda like the BAD SIDE more though. They look sicker and they usually have better weapons.
I always play good, at least for the first playthrough. It's just no fun to play a game if you find yourself hating your own character. Besides, I'd rather hear people cheering and applauding than screaming in fear (or worse, booing).
Though, I'm very rarely all super-duper-lawful-goodness-paladin-type-superhero-guy good, I'm usually a bit more of a Robin Hood style good. I want to do what is right, and help others, even if the law tells me otherwise.
On Neverwinter Nights 2, I tried to start out as Neutral and see what alignment I got just from the choices I made, and ended up at Neutral Good, leaning slightly towards Chaotic Good. I guess this would confirm what I just said.