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It's probably not a newsflash for anyone but me.

I have a tendency, no scratch that, I always play games defensively. In an FPS I will slowly advance while making sure nothing is creeping behind me, in an RTS I will use a lot of resources building a self defending position before attacking the ennemy, In 4X games I favour science and defense.

Tonight I've started a Civ V game after a few drinks, the game started me on a small peninsula with 2 neighbors, Poland and Iroquois. I attacked the first settlement the Iroquois created, I really did not have the quantity and quality of units for a quick victory so in the time it took me to take that settlement the Polish built two and Rome found our little peninsula and somehow decided to build a settlement too.

After I completely vanquished the Iroquois, the Romans declared war. Their city was well defended but I eventually took it, in the mean time the Polish lost the settlement they had built in the middle of the peninsula to the Vikings which razed it. I just made peace with Rome since I'm not sure where they are, I got 5 gold a turn from them but I feel I should have gone for more, I'm still timid despite my aggressive mood.

I'm now in about 1750, I've only explored the equivalent of California, I'm at least 15 turns from entering the Industrial era, I've only built 2 or 3 marvels. In short I'm in a catastrophic position compared to my usual games, but I do not remember the last time I've had this much fun playing Civ V.

When I go back to tomorrow I'll annihilate Poland and find where Rome is.

Maybe if I get used to taking risks in games then I might be less afraid of the unknown in real life, it would be nice to be able to reduce my anxiety meds. Or be able to work again without throwing up a few times a day.
Sometimes, defensive strategies can be fun as well.

For example:

In Bard's Tale 2 and 3, it can be fun to stack HP regeneration songs until your party is recovering a large amount of HP every round. (This tends to be mainly useful in intra-party combat; it lets you heal to full for the cost of only bard songs, and there's an item to make it infinite.)

In the Elder Scrolls series, spell reflection is fun while fighting spellcasters, especially in Arena and Daggerfall where enemy spells can be dangerous. Oblivion also has Reflect Damage, which reflects physical damage back at the attacker; get it to 100% and the enemies will kill themselves in a futile attempt to harm you.

There's also drain attacks in some games, which are fun to use when they're powerful. This can happen in Final Fantasy 5 (Spellblade Drain or Mix Succubus Kiss), TES: Daggerfall/Morrowind/Oblivion (use it on an area for even better healing while blasting your enemy, or in Daggerfall do Area at Range and absorb your own spell), Guadia Quest Saga (a certain Guadia gives you a physical attack that heals you by the damage dealt for only 2 MP, and also gives you an attack that gives you MP back), and even Etrian Odyssey 1/2 (Dark Hunters can use Drain to recover 4 digit HP, when HP for party members caps out at 999).

Then, there's the strategy of boosting your own stats. In Morrowind, it can get rather ridiculous (at 100 Int/Luck/Alchemy, you can make potions that give you 60 Luck, which in turn let you make even stronger potions). There's also FF5 (bard songs to boost your stats, especially in the final battle), Rudra no Hihou (get high attack/spirit early in the game, due to the fact that nothing prevents you from getting powerful spells early), and, of course, many others.

(My examples are all RPGs because that's the genre I am most familiar with when it comes to this sort of thing.)
HP regeneration and reflect damage are two of my favourite stats in any game where they exist, never liked the idea of an absolute increase in HP when I know the enemies will increase their damage (it's like you learn you get a salary raise but then realize the prices have increased as well, the real difference is neglible, at least not good enough) but it's rare to see them work as they should, it's like either they don't give any advantage at all (too small numbers, even with multiple items and skills) or it's too easy to combine them and it breaks the game. Reflect damage, unfortunately, is always in favour of enemies in my experience but it might also have to do in game cRPGs for example I assume that kind of skill is broken, I avoid it because there's no respecialization option, too expensive or I'm not in the mood to find cheats just to see if skills work as they should.

OP: As for defensive strategies and avoid taking risks, I know what you mean, I do that too and once in a while I'll try some whacky aggressive tactic just to see something difference, I'm surprised everytime I enjoy them but then I go back because fear, anxiety, habit...
Here's another strategy I sometimes enjoy doing in non-linear RPGs (or games with RPG-like advancement systems) where enemy strength is based on the area you're in:

Go to a place with challenging enemies, fight some of the enemies there to get tons of experience points (if successful), and then go back to where you're supposed to be.

For example:

1. Might and Magic: World of Xeen. One of my favorite strategies is to sneak into Castle Alamar, kill the enemies there using spells (but ignore the Xeen Power Juice for now), and then get access to Dragon Tower. This lets me get the 20 million XP from the books in the tower early, allowing 20 levels per character in addition to the XP gained from killing the enemies (apparently, if you are level 14 or less, the enemies give double experience). This is enough to take everybody's levels into the 40s, or perhaps as high as 50 (the highest available in Sandcaster, and the highest before restoring Castle Kalindra). Even better, as long as I don't check the statue on the Dragon Clouds (and trigger a bunch of Darkside dragons appearing), I can reach the well that allows me to get +50 temporary levels (and can be re-used after it wears off). This makes the Labyrinth of Lost Souls, normally an extremely annoying dungeon, *much* easier.

2. Ys: The Oath in Felghana. After getting the double jump from the mines, instead of proceeding further down, you can go to the mountain and kill enemies there. It's dangerous (so remember to save), but you will get lots of experience points. You can even go past where the first boss in the mountains would appear (they won't actually appear before you kill the boss of the mines) and kill enemies even later for tons of XP. Then, once you go back and fight the two bosses you temporarily skipped, they become extremely easy due to the fact that one level makes far more of a difference than it should. Unfortunately, this won't help against the second boss in the mountains, which you can't temporarily skip, and for which there don't seem to be any good leveling spots prior to it.

3. Bard's Tale 1. Go into the catacombs early , use the Fire Horn that El Cid starts with (hope it doesn't break (1/64 chance of it breaking)) to kill the group of 66 Skeletons, leave, and repeat. Each time, you are almost guaranteed to get an item drop, and you can get early magical items this way. You also get a lot of gold.

4. Not really a risk, but more a case of intentional death; In Ultima 4, get some keys and Xit spells early, then go to Castle Britannia. At the back of it, you can use a key to get teleported to the middle of Hythloth. Cast Xit and re-enter the dungeon. Near the entrance, there is an orb; touching it does 600 damage to the character touching it, but also boosts all stats by +5. Leaving and re-entering will respawn the orb. When you get a game over, you will be transported back to Castle Britannia, keeping the stats you gain, and being able to do this as long as you still have keys and Xit spells. Note that this does not cost you any virtue; a party wipe only costs virtue if it happens in a battle against evil enemies, not when it happens outside of battle as a result of touching the orb.
Anyone here played SpellForce without a defensive strategy? I'm so defensive in that game that instead of just amassing a huge army, I build towers all over the map as they don't have a population limitation and can easily be repaired. Of course I never disliked playing it that way, it's my natural way but sometimes I overdo it.

Here's a screenshot in SpellForce 2 when I used an army of invisible creatures to block the unlimited respawns of the enemies attack which created a huge blockage. I laughed a great deal at that, it was so weird.
Ironic that this thread was started by someone with an "Asteroids" avatar? :P

What happens when you go aggressive in that game: You hit your engines and end up totally losing control, spinning all over the screen until you slam into something! XD