I refused to embrace any illithid powers on my first play through because it seemed so out of character, even though I knew there as no mechanical detriment associated with it.
I try to react to situations the way I think my character would and not the way I know will give the best outcome. So on my githyanki playthrough I romanced Lae'zel and shadowheart got rude and we killed her before she even joined the party. On my drow play through I'm a bit colder and meaner than when I did my halfling, etc...
It leads to very interesting and diverse stories which take place in the same locales but branch off in completely and in sometimes unexpected ways.