Do you play to win, or do you play to have fun?
So, I'm somewhat to have fun. I think if the structure of the game has a win condition, it's most fun to pursue it. If you're playing the game, be in the game.
But I also have played so many games that it's more important to me to cultivate a culture of play in my family and friends than it is to score an ego boost on any particular night. If I can get people to play games with me, it feels like a win.