For me, mainly experimentation on character development - throwing my characters into unknown waters and see how they would react and interact with characters of other players. Less on the plot, because it's very difficult - almost impossible - to get two different minds to think along the same wavelength, but that doesn't mean that I disregard the importance of a good story idea.

Personally I find that it's more stressful to roleplay than to write stories on my own. Writing for myself means I have absolute control over how the setting will be like, where the plot is heading to, and how the characters are progressing with each other; in RP, I'm sharing the same position with someone else, and what I like may not be what s/he likes. On the bright side, writing with others means a new idea may be born from a fusion of our different thoughts on the same subject, something that we would not be able to come up with on our own.