In games that allow for non-lethal playthroughs (Metal Gear, Dishonored, Splinter Cell, Deus Ex: Human Revolution) I feel immensely guilty about killing anyone since the game is outright stating I didn't NEED to do it to progress so I inevitably end up going for the no-kill run on my very first playthrough. This has the effect of pretty much ruining the game for me since non-lethal tools are always crappy and rare and hence more difficult to use, so going back and playing the game again without that self-imposed challenge is just kinda boring. Plus, the way I view the main characters in a lot of stealth series is so tied to the fact I played through them without killing anybody that it's actually deeply disturbing to play through them any other way. Adam Jensen the chief security officer who does his job but avoids conflict and fatalities (besides bosses) is unrecognizable next to Adam Jensen the cold murderer who's killed a hundred gangsters and security guards and is still warmly commended by his friends, and the former character sticks in my mind because I so rarely get to play that person.
I tried to play through Fable 1 without weapons, magic, or hair as kind of a monk character or something. It made the game pretty challenging (for the first time ever) for a while but unfortunately the strength upgrades are a kind of... multiplicative scale with your default damage... the point is upgrading strength takes you from 1 damage per hit to 2, to 4, as opposed to equipping a sword immediately taking you to like 50... it became tedious pretty quick and almost impossible when time or escorting people becomes a factor in quests. Really bummed me out.
Not sure if it counts as a self-imposed challenge per se but the times I played Skyrim and Oblivion as a pure mage, never using any physical weapons or armor, were probably the most fun for me. Not that I actually got any closer to finishing the main story, but...
