Eh, I mix it up a bit, I suppose. When playing an RPG - something I very rarely do these days - I'll go for all the sidequest and similar things, as long as they actually seem worth it. Meaning that I'm either looking forward to a super-cool reward or at the very least having fun. For other games, it depends very much on the nature and difficulties of the games in question. I was playing New SMB Wii with two mates who were very happy just running through the levels as fast as possible. Problem was, the only enjoyment I got when playing like that was making them die and stuff (classic no-op/con-op (no-op and con-op are both registered trademarks of the Elmdor Corporation)). When I actually played through the game with another mate we decided to get all those big coins, just to add something to an otherwise very easy game.
With that said, I mostly play old NES games, trying to beat them without dying and such. So, yeah, I rush.
