WotD games were the ones where I didn't have the courage to try DMing. I'm more of a fantasy story telling guy, gritty and dark is not my cup of tea. So in the Vampire and Mage sessions I always was a PC. We even played Wraith once, with a superb DM, it was really suspenseful, although we had to prepare almost half a day just to have him accept our characters
But it was really fun, mostly the part where you try to convince the other player (as you play your character, and one another ones dark side) to give up and turn over into darkness. We played until late in the morning, it was a blast.