Hellmode has published a lengthy piece on the inclusion of morality and hard-hitting choices in video games, with Mass Effect 2, Fable II, BioShock, Fallout 3, and a few other titles used as both good and bad examples of how it's done right.
In BioWare's Mass Effect 2, my Commander Shepard was a strong leader. She was also a very compassionate one who put her teammates before herself. Due to the game's place in the RPG genre, she had more choices than Red Dead Redemption's John Marston, and she strove to do right thing whether or not it was the popular course of action. With every choice she made, she was strictly Paragon in alignment without even the slightest hint of Renegade. Her morals manifested in both small and large ways during her leadership on the Normandy, but it was ever present.
Her Paragon set of morals changed how I played the game.
For instance, when her friend Garrus sought revenge on a killer who massacred his crew and finally had him in his sniper rifle's sights, my Shepard stepped in the way of the crosshair to stop him from taking the man's life. She explained later on that he would have regretted it, but a tension grew between them when he didn't agree; instead of extra experience or a deeper friendship, her only reward was knowing he would be a better person. And when Miranda became uncertain about her degree of involvement in her estranged sister's life, my Shepard physically pushed her towards her twin with words of encouragement about family. She knew that Miranda's life would mean more with this connection in it and that it would help her crew to have resolved their issues before their final battle. Moreover, as a friend, she wanted Miranda to be happy.
In spite of my doubts of their authenticity and subsequent impact, I feel that my version of Commander Shepard is uniquely mine due mostly in part to these choices. While she might be sporting a haircut some other Shepard has and maybe even wearing the same color of lipstick, she's her own person and she's been hand tailored to be compatible with my morals. She's made decisions which have changed her irrevocably and characters treat her differently because of them. She's changed her world and it was all because of me.