Nope, never.  I don't find playing to win a very fun way to play.  I know that sounds ridiculous, but I usually like to experience the world, develop champions and cities, watch the world develop around me, explore, etc...Winning isn't a big deal to me.   I think that's why I am so drawn to games like Crusader Kings II, where the goal of the game is playing the game and experiencing it, not getting to the end as quickly as possible. I usually play this game with most of the victory conditions turned off. 

It does sound ridiculous, but Lord Xia has described my playstyle quite well. It's rare that I actually finish a game, but that's also due to this being beta, and the regular updates. I also like to reveal the map via ctrl-u and watch the AI after I've finished exploring and looting.

CK = great game, need to pick up CK II, but have been kinda stuck into LH.

Nope, I typically run custom factions, so I don't exactly roleplay, but I tend to play to the style of the faction I've made. Same goes for when I use the vanilla factions. I'll often be friendly to some AI's, particularly the one my faction would get along with, give them good deals, etc, and help them, even if I don't have the alliance treaty yet. I research the things my faction would research, rather than the ones that are the best to research at the time, etc.

Playing to win, in my mind, is like power gaming in an RPG, and its just boring as hell.

Unless I'm completely boxed in, never. This is pretty much the way I play all 4x TBS games. Rarely finish any to the bitter end. The actual win just doesn't mean as much as having fun on the journey.

don't really care about the victory conditions. i consider my game won when it gets too easy or repetitive. i try all sorts of playstyles until i find something i really like, then stick with it for a while before i try something new. i usually avoid stalling/turtling. i find the game pretty interesting and challenging when i go for challenging encounters with rather limited resources. i'll often play games with rather high world difficulty (expert/ridiculous) and lower AI difficulty (usually "hard"), since i like the battles against the various types of monsters better then the rather repetitive battles vs. AI armies. i enjoy playing with different combinations of heroes, spells and trained unit types.

i guess if the AI factions were more interested in winning, it could be an interesting "race" condition, but as it stands, they don't seem overly focussed on winning the game, so i'll settle for a peaceful coexistence with them until one of them annoys me or i just feel like conquering a bit. in the meantime, i'll happily waste my time clearing lairs, wildlands, building cities i don't really need etc.

Hopefully Sean will update Master's Affliction some day.

OP, you just described my play style exactly.  I play to win.  I play till the bitter end.  I play over and over trying to hone the perfect strategy.

I don't play to win as quickly as possible, no.  I play to dominate, to obscenely overpower ... I get mad if I lose a single unit.  I am slowly getting over that, but I still like to play it slow and cautious.

This. Which is the reason I don't play games that focus on victory/defeat. I'm into flavor games, where the characters and environment come alive. Just as LX notes, I'm also a big fan of CKII. That, even more than LH, is a game where I can end up nothing more than a count or duke, and still feel I've had one hell of a ride. But LH sometimes approaches that, especially with mods that add more items, quests, and heroes.

I play to not to lose. So I'll do everything I can to ensure I'm not being beaten by the AI. However once I get parity or ahead of the AI I often just have fun building up my heroes, cities, completing quests/wildlands etc. I practically never just go ahead and stomp the AI, at least not until I feel my hero/city/empire uber plan has already come to fruition.

I presume this is in response to the post by Frogboy saying that most people are not able to beat LH on above Challenging. Whatever data they are based that on I suspect is heavily skewed, most probably by the fact that people often stop playing once they get the upper hand in a game. I know I do this, I haven't actually won an FE/LH game for about 6 months now... by the time I abandon a game I am always winning but I just get bored, new patches come along, or some other reason, and stop playing. I play on Hard most of the time BTW (I don't like playing with the level of cheating that the AI gets at higher levels).

I always play to the best of my ability, otherwise it's not a game for me, but a simulation. I've won FE on ridiculous and insane.

That being said, I usually do not have an ultimate goal in mind, simply expanding and gaining xp. I cannot get myself to pick weak traits when I create a custom faction, but I also do not select boring, 'OP' or swingy traits. 

About Frogboy's remark: LH seems a lot more difficult to beat than FE. Expert is still achievable, but I'm doubtful the game can be beaten on Insane.

I think you're right about this. I know in my case I tend not to finish my games because once I'm clearly in a position to overpower the AI I get bored without any pressure on me and tend to move on to a new game. 

Nope.  I like to establish a domain, build up the cities, create viable force pools, see the lovely green spread, and basically, 'build a part of the world' into a garden state.  My one beef is how difficult it is to get roads built fairly intelligently.  The road building skill isn't ;t always accessible soon enough.  Perhaps I'm something of a competition-ist.  I save the game winning quests for the time when I have completed all other quests, explored all the map, and have such a dominant position (Geo-politically) that even enemies "like" me.  I read somewhere that a player has beaten civ 5 at 'deity' level in just a few turns.  Well, way to go for that player.   But, for me that would be boring.  Gaming is not just winning, its an experience to be savored, and enjoyed.   I want to establish a viable domain, and then enjoy the challenges, as I move my civ through the ages.  A hybrid of civ4 and EH would be, awesome.