The first time i was the second Cylon in BSG, and i _think_ we lost that one. The last three times i was the first or only traitor, and won all three times, generally by a pretty wide margin. In all three of those i managed to remain hidden until the time of my choosing, though in the two BSG games i did reveal pretty early, which seems to be a fairly good strategy.
I guess i'm a good bad guy? :)
One thing i'm not so good at, and also got the chance to demonstrate recently, is making plans and then following through on them. I played a game of Ticket to Ride last week in which i was one of only two experienced players in the group, and came in second to last =P I thought i was doing pretty good, until we got to the end and i realized that i'd completely forgotten to finish one of the tasks i'd laid out for myself.
I have this particular problem in a lot of games, but it seems especially egregious in Ticket to Ride and has come up there more than once. I have a goal, i put together a strategy to accomplish that goal. I reach the goal near the end of the game... and discover that i managed to skip one of the steps in the middle, causing a massive cascade of failure. In Ticket to Ride it usually has the form of wanting to complete two or more routes, and having a plan along the lines of "1: connect A to B, 2: B to C, 3: B to D, 4: B to E". Except "B to C" or "B to D" is a short little route, i should be able to finish it at any time, while other routes are under threat. So i jump ahead... and then never remember to go back to complete that one short little route. Then i get to the end of the game and say "So i completed this ticket from A to C, and this ticket from D to E... oh wait, i didn't actually." *massive negative pointage ensues*
I also played a couple more games of Small World relatively recently. Came in last in both of them =P Not through forgetting any particular steps in a plan, mostly just from poor choices and strategies i guess.
Couple things i learned. If you have a lot of active units taking up a big area, people are likely to complain about how you're doing too well and gang up on you, even if you're only getting a moderate amount of points from them. (I had Underworld Skeletons and despite the fact that i was mostly using them to attack the guy who ended up winning, everyone decided to gang up on me.)
If you manage to get 18 points in a single turn it's also quite likely everyone will gang up on you. (Someone else had six regions with active Merchant Sorcerers and six regions with declined Ghouls. (Or was it 7 and 4? In either case...) So i and another player started wiping out his Sorcerer regions. He ended up being in the unenviable position of having two active regions, surrounded by fortified regions he couldn't conquer with his remaining troops and obviously couldn't flip. So his only reasonable choice was to go into decline, but that meant his Ghouls, who were still moderately effective, were getting replaced by the two Sorcerer regions. He didn't manage to recover from that and ended up in second to last place.
Commando Skeletons are pretty awesome. However if you get them in the first turn they quickly run out of good targets once you've killed off the lost tribes. Everyone around you will fortify up once they realize the risk, and there are no declined races to prey on.
Going first is awesome at the start of the game if there's a great race that stands on its own that you can grab. Plus of course getting first crack at the empty regions.
Going last has some benefits at the start of a game because you can see how everyone else is deployed before you pick your race and starting area. This is especially important when deciding whether or not to take a race that has interactions with other players/occupied regions (Sorcerers, Skeletons, Orcs, Pillaging, etc.)
Going last sucks a little at the end of the game, because the last turn everyone who goes before you makes the calculation "If i take regions away from the players who went before me, it has no effect on them, but if i take regions away from the players who go after me it costs then points." So the closer to the end of the queue you are the last turn the more likely you are to get attacked by everyone before you.