I think I'm a Drow now
It tends to be a bit dull, and also makes a game where characters are generally very competent into a game where characters are always really, really competent. Generally, enforce consequences for approaches - so doing something 'flashily' draws attention. Trying to fight someone? Great, you win, but everyone knows the fight happened and you took part, so now other fighters are showing up to have a go. Doing something carefully? Great, it goes well, without problems... but it takes a while. Breaking in Quickly? Sure, you're in and out and don't get caught, but there's still evidence it woz you wot dun it. And sometimes it just makes sense to have to use a certain approach - generally, it's easier if you let the players say what they want to do, then say which approach it is as well, otherwise players will always try and use their best and create justifications for that, which can make for slightly one-note characters.