Generally have a theme or idea on what I want to play, except if its a new series or game I've never played before. For new stuff, I usually pick what pops out to me and stick with it. Don't really min-max, pick what I want and try to make it work the best I can.
One of my buddies is a extreme min-max player, looks up guides and what's the best he can possibly play and so on.
To each there own for sure.
