Whatever I would do, and this is maybe the theater major in me, I would make it deep/rich/intricate and especially artistically on par with any novel. But of course the first goal would be entertainment. That would be the number one goal. It has to be fun and interesting and most likely comedic, (but not over the top.)
One comic book that comes to mind is Neil Gaiman's Sandman, which, even if you don't get what he's getting at artistically, the characters and story are so interesting that you read it until the end.
Now my game wouldn't look or be anything like Neil Gaiman's Sandman, but it would be a deep and rich artistically IF AND ONLY IF THE GAMER CHOSE TO ANALYZE IT. The main thing would be fun, and excitement of course.
This approach would be similar to the playwright Jean Anouilh, who primarily wanted to entertain the audience and hated having characters spew forth contrived philosophical discussions. Instead he entertained his audiences with hilarious dialogue and plot. But his endings were often contrived denouements which even he alludes to the fact that they're hard to accept. As in the play ends and for the lazy, they might think it's just some fluff that's funny. But the ending to those who think about it later, doesn't fit, and when they analyze the play they realize there was some real artistic integrity behind it.
With RPGs there's often some real art going on there. Even in horror games as well. Silent Hill 2 is an excellent example of an adult game. Adult, not in the raunchy way, but how it dealt with very adult themes and material. A pro game guide writer did an analysis of the game based on documents he got from Konami, and that really opened my eyes as to what the game was getting at. There's some serious thought going on behind it, despite the minimalist dialogue.
I guess I just sound like a Chris Avellone afficionado, which I am. The question is how I would deviate from his style. I think it would be through more comedy, which would help to mask the philosophy more, so gamers wouldn't complain that there was too much of that. Morte for instance was essential to Torment, otherwise the philosophy would have been even more obvious.
I know that this still doesn't say anything about what the GAME WILL ACTUALLY BE LIKE. But this is just my starting point. What I want for my game will come soon.