I thought this was going to be about paper-and-pencil RPG.
It's a dying art, alas.
My friends and I are currently rocking a Pathfinder game. It's the first time I've played a campaign in that setting, but I'm really enjoying it. I much prefer their expansion on the old D&D 3.5 system over D&D's current Fourth Edition.
I'm doing the same!
And I completely agree with your opinion. I really like what they did with the 3.5, tweaking here and there when needed but keeping it fully retro-compatible. We are doing a long campaign (and by "long", I mean we have been playing once a month for like 10 years), and translating the old characters from 3.5 into Pathfinder was a piece of cake.
We are also playing a homebrew Star Trek game, again for a very
long time (and by "very long", I mean we have been playing weekly for about 15 years).
Yeah, we do like continuous stories.