It is not really surprising that so many people come to Middle-earth, and LotRO, intent on playing dark, brooding, sell-swords who would as soon stab you in the back as look at you. These "dark and gritty" anti-heroes are the bread and butter of late 20th century fantasy fiction, and when I single out "Thieves World" as the best example I really do mean it as a point of distinction. There are only so many dark elf assassins that one man can take, and the fact that they wear their knives under black cloaks instead of trenchcoats doesn't make them any less trendy or overdone. It can be done well, as Thieves World (irregularly) attests, but these sorts of characters and themes are utterly at odds with Tolkien's setting.
When there's a shady character watching you from the corner of the Vulgar Unicorn, you can bet that he's sizing you up as an easy mark, and he's probably going to signal his three buddies waiting outside to jump you as soon as you go outside to take a piss. But when a shady character watches you from the corner of the Prancing Pony, he turns out to be the Heir of Isildur, the one hope for the restoration of the Kingdom of Gondor and Arnor. In Thieves' World, that guy watching you will be wearing a ring stolen off a southern bandit which poisons you with a touch, or which protects him from the dozen magical spells you could hurl at him to defend yourself; "Strider" is wearing a ring which is thousands of years old, which has been passed down from father to son through all the kings of the North, and which has no magical powers whatsoever. The cutpurse watching you in Sanctuary has a dozen knives of varying length hidden in every concievable body cavity; Aragorn is armed only with a sword that is broken in half.
Clearly, this is not your Daddy's fantasy fiction. What is going on here?
Tolkien's heroes are grand; the protagonists in the "realistic" fantasy fiction that has come since are identifiable by their smallness. They are ordinary people in (relatively) ordinary situations. Sure, they rub shoulders with orcs, ogres, and sadistic see-in-the-dark drow, but even these strange situations seldom seem noteworthy or unusual. While the heroes of Middle-earth are constantly amazed, horrified, and even intrigued by the fantastic things they come across, the veterans of the Vulgar Unicorn exist in a permanently jaded state. Nothing impresses them, nothing scares them, nothing prevents them from tossing off some sarcastic quip or noting how ironic this whole questing thing is, if you think about it.
It is easy to see why players try to make these common man heroes in Middle-earth. In some respects, Frodo himself is a very ordinary person. Indeed, all the Hobbits are pretty ordinary, and that is what makes them such great protagonists. But even Meriadoc was the heir to Brandybuck Hall, and Pippin was the eldest son of the ruler of the Took family. The closest thing you have to a common man hero in LotR is Sam ... and Sam is as pure of heart, just, and good, as any hero of any fairy tale ever written. We're talking about a guy who talks to his pony, for chrissakes, who kisses his master's hand and weeps once a chapter. There aren't many players out there who really want to make a character with the virtues of Samwise Gamgee. He's a great partner for Frodo on the Ring Quest, but when it comes to playable PCs we're really looking at people like Aragorn, Legolas, Gimli, Gandalf, and the late, great, Boromir. Grand, all of them. With ancient pedigrees and momentous quests. They are great men -- and as Boromir shows us, great even in their failings.
There are a few tragic heroes in Middle-earth, but bad things happen to them despite their heroic deeds, not because of their awful ones. Turin has sex with his sister, but unlike the Byronic heroes which modern anti-heroes are the grandsons of, he didn't know it at the time. The tragic anti-heroes that an alarming number of people bring to LotRO owe more to the bloodcurdling fantasy of Elric than to Tolkien. And it is beneficial at this point to recall that when he set out to write his fantasy epics, Moorcock explicitly sought to write something not at all like Tolkien. Indeed, as anti-Tolkien as possible. And it is from he that all those poison-wielding, sadistic, but oh-so-elegant and magically potent elves derive.
When in Rome, do as the Romans do. And when you walk the road that goes ever on to Middle-earth, give up the smart-ass, Han Solo everyman characters that have become so much a symbol of postmodern fantasy and instead play by the rules of the setting. Embrace the great, grand, nature of these characters. Imagine someone bigger than yourself. Someone whose past is measured not in inglorious tavern brawls and knives in the dark, but in unrelenting bravery against a foe which is ultimately greater than he. For Tolkien's setting may not be petty, but it is still dark and depressing in its way -- the whole world sliding down into darkness from which no force mortal or elf can save it, and those players who shun Tolkien's setting because they think it too happy, too "bright and cheerful," are as innocent and ignorant as those pie-eating shirefolk.