I never projected myself onto a Joe character or vice-versa; I think the characters were too well-defined for me to identify with anyone that closely. In fact, with all toy lines I've ever collected, I certainly had favourites to use but I always took the role of "god" when playing. I'd jump back and forth between different characters and locations (like Joe & Cobra HQ, different teams' & individuals' missions) like I was watching a TV show or movie rather than following one particular guy.
I might have said the Steel Brigade "figure of yourself" but when I sent off for mine I got all Stormer's paperwork with a letter saying they'd run out and here's Tiger Force Duke instead. Finally got a Stormer figure a couple of years ago so give me a bit more time and I'll get more used to "being" one of my Joes, like here:
http://www.joedios.com/dioramas/sho....php?i=5871&c=6
Then again, in terms of "being" a character, there's always my avatar pic...