When I first start playing a game, I try not to worry about them too much, and just let them happen. But if I start really getting into the game, then I'll try to go for most or all of them, even the ones that suck ass because they are so stupid and hard and sucky >=( What Are You Trying to Prove, for instance. harumph.

The only game I have every achievement for, though, is Dead Space.