I have always believed that the player characters in games should have the opportunity to affect what happens, and not just be expected to react to what happens.
I shall attempt to explain: in a game I used to play in, the GM maintained that his plot was more important than our characters. No matter what we did, the outcome was predetermined -- it was apparently our job to just react to things, not to change them in any way.
I do not find this sort of game fun. It gets frustrating when you can't change anything, and leaves me feeling...manipulated, somehow.
*shrugs* Maybe it's just me....