I've only ever put significant time into Avernum and Avadon: Black Fortress so I can't really speak on Avernum 2-6, Avadon 2 and the Geneforge saga but the way I play is based on what I would do in real life. I am very much a role player. I always play the good guy as that's just my personality. I am a chaotic lawful person.
Anyways, I tend do to as many side quests as I can because it's fun and it gives me the full experience of the game. Plus that's how I train my party and get better gear, more items and more money. I like to explore the world and talk to people. Another thing is that in some games, the side quests are more fun than the main quest. An example for me would be Fallout: New Vegas.