I always play some kind of magic-wielder. Mage or Sorcerer, or a Cleric, but I absolutely do NOT like playing a character with no magic. I've had Ranger and Thief characters, since they can do some magic, but my favorite is Mage or Sorcerer.
Why? Well, I remember growing up watching "Bewitched" and just loved the thought of being able to wiggle my nose and make things happen! :D Then I started reading fantasy, which of course is generally magic-oriented of some kind, and usually you have to be aware of, if not actually involved in, the world around you (not just the world of men, but nature, all it's creatures, patterns, etc.) to be GOOD at magic, and being a country girl, I liked that part. And quite frankly, I like the cool spell effects in some of the games! Finger of Death, Flamestrike - they hands down beat hacking at something with a weapon in my book.
My orientation is usually good - in D&D, I'll go neutral, even so far as chaotic neutral, but I can't bring myself to play an evil character. I might do it some day, when I have time to play through the same game 50 times or so, and play good/neutral 49 times, then try it as evil on the 50th, but so far, nope. And like some one said earlier, I'd probably have to stop halfway through the game and start over if I did try to play evil!