I usually finish rpgs slowly and I try to get everything done in one run. Doing that ends up farming levels obviously. I also farm sometimes to make a bunch of money so I can pimp out my characters. If I can buy it I will get it eventually.
It's all up to the player. If it's a single player game then it doesn't really matter how you play it, you aren't bothering anyone.
Urban Dictionary: funner
Figured I should give you a heads up. No offense intended.