Generally, I try stealthy, and if it fails, fight my way out. I tend to just go with the flow in games. This is why I hate a lot of games that fail you for not playing a game as they want you to.
Instant-fail for being detected on stealth missions is an absolute bugbear of mine - yes, Splinter Cell Pandora Tomorrow, I'm looking at you!
I have a lot of respect for developers who design games such that if you make mistakes or take a different path it makes it more difficult (e.g. dispatching more guards) rather than just centre-printing MISSION FAILED in your face.
Anyway going back to the OP, when I was younger I used to be a bit OCD about this sort of thing, trying to make sure I did everything perfectly. I was a bit of a save-game whore and would even go to such lengths as backing up saves to avoid unwelcome consequences of failure. E.g. I used to play a tile-based RPG called Moraff's Dungeon, whereby if you got infected with disease/poison (very bad) it would auto-save your character. So when I came up against one I'd save, exit to DOS, backup the save, reload, and fight.
Likewise there was a time when I'd reload Championship Manager everytime I got knocked out of a competition :/ In terms of games with a lot to explore, I'd be very careful not to exit an area until I'd collected all the best gear (e.g. Secret weapons in Doom).
Nowadays I'm much more casual in my approach and while I don't exactly blitz my way through games, I don't lose any sleep over missed opportunities. Life is too short and there are too many more games to play; I'd rather 'beat' 20 games a year than 'complete' 5.
edit: I do still have a stash of years old savegames however including games I've completed where I have some vision of going back to explore other endings/story arcs, but I doubt I ever will.