When it's a platformer I like to play it through to the end. When it says 'The End'.

RPGs are more complex. I like to play through that in a reasonable time. Some side quests (if any) I won't bother about, unless it's essential to the progression of the game. But I'm a bit silly when it comes to a new rpg. When your party walks around to the next town, I like to spend time leveling up like...really level up. Sometimes 7-10 levels up! Time consuming I know, but it's good for when you get to a boss.
If the RPG is worth playing through again, then I bother with every single thing to do.

Other types of games like Dynasty Warriors for example, I don't rest 'til I get every item!