I'm a halberd-y kind of guy (or I just mod my spears to have a slashy attack 'cause I think it looks cool), so I usually have sort of a prioritization system with my targets. If I can get the neck or head without much difficulty, that usually goes first. If not, I try to target arms to disarm (heehee) through dismemberment or nerve severance. If neither of the two above areas are viable, I go for the legs--they can't chase me down if they only move about 1/3 or 1/4 as fast. If nothing else works, I'll probably go for the lower body. With enough strength and a good enough slashing weapon, the lower body could just come straight off. If not, I'll at least either cause nausea, which slows, or, better yet, spill guts, which is almost always a death sentence by bleeding out.
Nowadays, I generally don't throw much because I don't get much more than a few bruises, and I usually mod tissues to heal really quickly. If I do have to fight at a range, I'll usually just go for a bow and arrows (yes, I do usually use a human--I'm just not masculine enough for a dorf).
Finally, as for just how often I make contact with the bad guys, I'll backpedal and throw/slash if my adventurer isn't that good at this whole "fighting" thing yet. If not, I'll just go to town on the poor bastards trying to kill me.
Orite, I forgot about wrasslin'. I generally won't wrestle unless if whomever I'm fighting just won't take a hit for whatever reason. If they're just that dodge-y, I'll usually wait for a chance to knock them down and then go for the strangle. But all this is just if I'm fighting seriously. If I'm feeling particularly sadistic (and I usually only feel sadistic towards jerkfaces who kill my companions), I'll probably break all of their limbs and maybe try to chop off their hands just to be a dick. I actually remember once meeting a bandit whose arm I chopped off in a previous encounter. As soon as he appeared in his ambush, his gloves for that arm fell right off. It was enjoyable.