I guess I've probably read too many forum posts or walkthroughs to really just roleplay - I'm kinda trying though.
My all rolled (and therefore slightly cheesy) all PC party with a chaotic neutral halfling thief protagonist role plays a bit - in so far as he leaves the Paladin in the bar when he raids hotel rooms and empty shops ("look I bought you a new bastard sword!")
Running him through as quick as possible as a solo afterwards in order to pick up and use a certain 'set' of items again before i export to BG2 will be a bit more powergamey i admit